Efficient tests of the seasonal unit root hypothesis
PMM Rodrigues, AMR Taylor - Journal of Econometrics, 2007 - Elsevier
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for unit root tests at the zero and seasonal …
covariance matrix, asymptotic local power bounds for unit root tests at the zero and seasonal …
[PDF][PDF] Efficient Tests of the Seasonal Unit Root Hypothesis
PMM RODRIGUES, AM TAYLOR - 2004 - cadmus.eui.eu
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
[PDF][PDF] Efficient Tests of the Seasonal Unit Root Hypothesis
PMM Rodriguesa, AMR Taylorb - nottingham.ac.uk
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
[PDF][PDF] Efficient Tests of the Seasonal Unit Root Hypothesis
PMM Rodriguesa, AMR Taylorb - nottingham.ac.uk
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
Efficient tests of the seasonal unit root hypothesis
PMM Rodrigues, AMR Taylor - Journal of Econometrics, 2007 - infona.pl
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for unit root tests at the zero and seasonal …
covariance matrix, asymptotic local power bounds for unit root tests at the zero and seasonal …
Efficient tests of the seasonal unit root hypothesis
PMM Rodrigues, AM Taylor - Journal of Econometrics, 2007 - ideas.repec.org
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
[PDF][PDF] Efficient Tests of the Seasonal Unit Root Hypothesis
PMM RODRIGUES, AMR TAYLOR - 2004 - core.ac.uk
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
Efficient Tests of the Seasonal Unit Root Hypothesis
P Rodrigues, R Taylor - 2004 - econpapers.repec.org
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
[PDF][PDF] Efficient Tests of the Seasonal Unit Root Hypothesis
PMM Rodriguesa, AMR Taylorb - academia.edu
In this paper we derive, under the assumption of Gaussian errors with known error
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known …
[引用][C] Efficient tests of the seasonal unit root hypothesis
PMM RODRIGUES, AM TAYLOR - Journal of econometrics, 2007 - pascal-francis.inist.fr
Efficient tests of the seasonal unit root hypothesis CNRS Inist Pascal-Francis CNRS Pascal
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