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The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
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Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.; Rodrigues, Paulo M. M. - In: Econometric reviews 21 (2002) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
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The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - In: Econometric reviews 36 (2017) 6/9, pp. 667-698
Persistent link: https://www.econbiz.de/10011795376
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Bootstrap M Unit Root Tests
Cavaliere, Giuseppe; Robert Taylor, A.M. - In: Econometric reviews 28 (2009) 5, pp. 393-421
Persistent link: https://www.econbiz.de/10008212744
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Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
Harvey, David; Leybourne, Stephen; Robert Taylor, A.M. - In: Econometric reviews 30 (2011) 5, pp. 514-548
Persistent link: https://www.econbiz.de/10008993761
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Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
Harvey, David; Leybourne, Stephen; Robert Taylor, A.M. - In: Econometric reviews 30 (2011) 5, pp. 514-548
Persistent link: https://www.econbiz.de/10008994037