Narrow search
Showing 1 - 10 of 30
Cover Image
The behaviour of seasonal unit root tests under neglected local drifts
Rodrigues, Paulo M. M. - In: Portuguese economic journal 1 (2002) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001697930
Cover Image
On LM type tests for seasonal unit roots in quarterly data
Rodrigues, Paulo M. M. - In: The econometrics journal 5 (2002) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10001683702
Cover Image
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
Cover Image
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Cover Image
Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.; Rodrigues, Paulo M. M. - In: Econometric reviews 21 (2002) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
Cover Image
Seasonal unit root tests under structural breaks
Hassler, Uwe; Rodrigues, Paulo M. M. - 2001
Persistent link: https://www.econbiz.de/10001641467
Cover Image
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
Cover Image
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
Cover Image
Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
Cover Image
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