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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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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