Seasonal unit root tests and the role of initial conditions

DOI10.1111/j.1368-423X.2008.00258.xzbMath1153.62069OpenAlexW2020246205MaRDI QIDQ3548517

A. M. Robert Taylor, David I. Harvey, Stephen J. Leybourne

Publication date: 15 December 2008

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00258.x

zbMATH Keywords

tablesinitial conditionsasymptotic local powerHEGY seasonal unit root testsunion of rejection decision rules

Mathematics Subject Classification ID

Cites Work

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