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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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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, A. M. Robert - In: Journal of Econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10005228546
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, A. M. Robert - In: Journal of Econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10005228674
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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, A. M. Robert - In: Journal of Econometrics 123 (2004) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10005285386
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, A. M. Robert - In: Journal of Econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10005192331
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Variance ratio tests of the seasonal unit root hypothesis
Taylor, A. M. Robert - In: Journal of Econometrics 124 (2005) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10005192458
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Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]
Breitung, Jorg; Taylor, A. M. Robert - In: Journal of Econometrics 117 (2003) 2, pp. 401-404
Persistent link: https://www.econbiz.de/10005192522
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Robert Taylor, A. M. - In: Journal of Econometrics 105 (2001) 2, pp. 309-336
Persistent link: https://www.econbiz.de/10005122870
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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