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On the behaviour of Phillips-Perron tests in the presence of persistent cycles
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Oxford bulletin of economics and statistics 77 (2015) 4, pp. 495-511
Persistent link: https://www.econbiz.de/10011383853
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HEGY Tests in the Presence of Moving Averages*
Castro, Tomás Del Barrio; Osborn, Denise R. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 691-705
Persistent link: https://www.econbiz.de/10009287615
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HEGY tests in the presence of moving averages
Barrio Castro, Tomás del; Osborn, Denise R. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 691-704
Persistent link: https://www.econbiz.de/10009308822