Efficient tests of the seasonal unit root hypothesis
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Publication:289171
DOI10.1016/j.jeconom.2006.10.007zbMath1418.62351OpenAlexW2082179546MaRDI QIDQ289171
Paulo M. M. Rodrigues, A. M. Robert Taylor
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1814/2809
asymptotic local power boundsnear-seasonal integrationpoint-optimal invariant (seasonal) unit root tests
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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