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Temporal Aggregation of Seasonally Near-Integrated Processes
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Journal of Time Series Analysis (2019)
Persistent link: https://www.econbiz.de/10012094977
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Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - 2003
Persistent link: https://www.econbiz.de/10001772443
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On tests for double differencing : methods of demeaning and detrending and the role of initial values
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 1, pp. 95-115
Persistent link: https://www.econbiz.de/10001904794
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
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The flexible fourier form and local generalised least squares de-trended unit root tests
Rodrigues, Paulo M. M.; Taylor, Robert - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-759
Persistent link: https://www.econbiz.de/10009712119
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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003393127
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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