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Volumn 13, Issue 3, 1997, Pages 307-318

On the practical problems of computing seasonal unit root tests

Author keywords

HEGY tests; Model selection; Seasonal unit roots

Indexed keywords


EID: 0031231817     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00019-8     Document Type: Article
Times cited : (19)

References (25)
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    • General introduction
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    • Additional critical values and asymptotic representations for seasonal unit root tests
    • forthcoming
    • Smith, R.J., Taylor, A.M.R., 1997. Additional critical values and asymptotic representations for seasonal unit root tests. Journal of Econometrics (forthcoming).
    • (1997) Journal of Econometrics
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.