Additional critical values and asymptotic representations for seasonal unit root tests
Year of publication: |
1998
|
---|---|
Authors: | Smith, Richard J. ; Taylor, A. M. Robert |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 85.1998, 2, p. 269-288
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert, (1999)
-
Regression-based seasonal unit root tests
Smith, Richard J., (2007)
-
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J., (1998)
- More ...