Recursive and rolling regression-based tests of the seasonal unit root hypothesis
| Year of publication: |
2001
|
|---|---|
| Authors: | Smith, Richard J. ; Robert Taylor, A. M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 2, p. 309-336
|
| Publisher: |
Elsevier |