On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation

2001 ◽  
Vol 19 (3) ◽  
pp. 374-379 ◽  
Author(s):  
Peter Burridge ◽  
A. M. Robert Taylor
Keyword(s):  
Serial Correlation ◽  
Unit Roots ◽  
Higher Order ◽  
Seasonal Unit Roots

scholarly journals Panel data unit roots tests: The role of serial correlation and the time dimension

2007 ◽  
Vol 137 (1) ◽  
pp. 230-244 ◽  
Author(s):  
Stefan De Wachter ◽  
Richard D.F. Harris ◽  
Elias Tzavalis
Keyword(s):  
Panel Data ◽  
Serial Correlation ◽  
Unit Roots ◽  
Time Dimension

On Augmented Franses Tests for Seasonal Unit Roots

2015 ◽  
Vol 44 (24) ◽  
pp. 5204-5212 ◽  
Author(s):  
Tomás del Barrio Castro ◽  
Andreu Sansó Rossello
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots

Seasonal unit roots in aggregate U.S. data

1993 ◽  
Vol 55 (1-2) ◽  
pp. 329-331 ◽  
Author(s):  
David A. Dickey
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots

scholarly journals Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

2009 ◽  
Author(s):  
Michael Jansson ◽  
Morten Ørregaard Nielsen ◽  
Margit Sommer
Keyword(s):  
Likelihood Ratio ◽  
Unit Roots ◽  
Likelihood Ratio Tests ◽  
Seasonal Unit Roots

scholarly journals Seasonal Unit Roots in Aggregate U.S. Data

10.3386/t0126 ◽  
1992 ◽  
Author(s):  
J. Joseph Beaulieu ◽  
Jeffrey Miron
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots

scholarly journals Decisions on Seasonal Unit Roots

2002 ◽  
Vol 72 (5) ◽  
pp. 403-418 ◽  
Author(s):  
Robert Kunst ◽  
Michael Reutter
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots
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