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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. 35-74
Persistent link: https://www.econbiz.de/10006757762
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M.M.; Taylor, A.M.Robert - In: Journal of econometrics 141 (2007) 2, pp. 548-573
Persistent link: https://www.econbiz.de/10007859778