✦ LIBER ✦

Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration

✍ Scribed by A. M. Robert Taylor and Richard J. Smith

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On regression-based tests for seasonal u

✍ Peter Burridge; A.M.Robert Taylor 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 191 KB

Performance of seasonal unit root tests

✍ Rodrigues, Paulo M. M.; Osborn, Denise R. 📂 Article 📅 1999 🏛 Taylor and Francis Group 🌐 English ⚖ 342 KB

On the practical problems of computing s

✍ A.M.Robert Taylor 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 965 KB

ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNI

✍ Osborn, Denise R.; Rodrigues, Paulo M.M. 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 236 KB

The behaviour of seasonal unit root test

✍ PauloM.M. Rodrigues 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 158 KB

Locally Optimal Tests Against Unit Roots

✍ A. M. ROBERT TAYLOR 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB