Additional critical values and asymptotic representations for seasonal unit root tests

DOI10.1016/S0304-4076(97)00102-4zbMath1041.62517OpenAlexW2028532465MaRDI QIDQ1298416

Richard J. Smith, A. M. Robert Taylor

Publication date: 23 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00102-4

zbMATH Keywords

Brownian motionAuxiliary test regressionDifferential seasonal driftSimilar testsUK non-durable consumption

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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