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On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter; Taylor, A. M. Robert - In: Journal of Econometrics 104 (2001) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10005228544
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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, Leila; Burridge, Peter - In: Journal of Econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10005228897
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Bootstrapping the HEGY seasonal unit root tests
Burridge, Peter; Robert Taylor, A. M. - In: Journal of Econometrics 123 (2004) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10005192806