Efficient Tests of the Seasonal Unit Root Hypothesis
Year of publication: |
2004
|
---|---|
Authors: | Rodrigues, Paulo M.M. ; Taylor, A.M. Robert |
Institutions: | Department of Economics, European University Institute |
Subject: | Point optimal invariant (seasonal) unit root tests | asymptotic local power bounds | near seasonal integration |
-
Efficient Tests of the Seasonal Unit Root Hypothesis*
Rodrigues, Paulo M.M.,
-
Adaptive pointwise estimation in time-inhomogeneous time-series models
Cizek, Pavel,
-
Modelling Financial High Frequency Data Using Point Processes
Bauwens, Luc, (2007)
- More ...
-
Rodrigues, Paulo M.M., (2004)
-
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
Castro, Tomás del Barrio, (2013)
-
Efficient Tests of the Seasonal Unit Root Hypothesis*
Rodrigues, Paulo M.M.,
- More ...