In this article three unit root tests that allow for a break in both the seasonal mean and linear trend of the data are proposed. The tests, which can be seen as small-sample corrected versions of already known asymptotic tests, are shown to perform very well in simulations, and much better than their asymptotic counterparts
In this paper, several seasonal unit root tests are analysed in the context of struc-tural breaks at...
Many economic time series exhibit important systematic fluctuations within the year, i.e., seasonali...
Perron (1989) introduced a variety of unit root tests that are valid when a break in the trend funct...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
Some unit root testing situations are more difficult than others. In the case of quar-terly industri...
This paper considers tests for (seasonal) unit roots in a univariate time series pro-cess. We constr...
Unit root process, as a process with stochastic trend and a generalization from random walk, is perv...
textabstractIn this paper we consider a semiparametric version of the test for seasonal unit roots s...
Part of the increasing interest in the treatment of seasonality in economic time series has focused ...
[eng] This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to th...
summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...
textabstractIn this paper, we present tables with critical values for a variety of tests for seasona...
This paper addresses the problem of testing for the presence of unit autoregressive roots in seasona...
The literature has been notably less definitive in distinguishing between finite sample studies of s...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of struc-tural breaks at...
Many economic time series exhibit important systematic fluctuations within the year, i.e., seasonali...
Perron (1989) introduced a variety of unit root tests that are valid when a break in the trend funct...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
Some unit root testing situations are more difficult than others. In the case of quar-terly industri...
This paper considers tests for (seasonal) unit roots in a univariate time series pro-cess. We constr...
Unit root process, as a process with stochastic trend and a generalization from random walk, is perv...
textabstractIn this paper we consider a semiparametric version of the test for seasonal unit roots s...
Part of the increasing interest in the treatment of seasonality in economic time series has focused ...
[eng] This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to th...
summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...
textabstractIn this paper, we present tables with critical values for a variety of tests for seasona...
This paper addresses the problem of testing for the presence of unit autoregressive roots in seasona...
The literature has been notably less definitive in distinguishing between finite sample studies of s...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of struc-tural breaks at...
Many economic time series exhibit important systematic fluctuations within the year, i.e., seasonali...
Perron (1989) introduced a variety of unit root tests that are valid when a break in the trend funct...