Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series

Journal of Business and Economic Statistics

Volumn 20, Issue 2, 2002, Pages 269-281

  Taylor, A M Robert ^a  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

(Seasonal) unit root tests; Recursive de meaning

Indexed keywords

EID: 0036005165     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102317352001     Document Type: Article

References (31)

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