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Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409493
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - 1998
Persistent link: https://www.econbiz.de/10001396969
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
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Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - In: Journal of econometrics 105 (2001) 2, pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
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Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492
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An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W. - 2000
Persistent link: https://www.econbiz.de/10013442514
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Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 269-281
Persistent link: https://www.econbiz.de/10001660383