Locally optimal tests against seasonal unit roots

A simple test for a unit root

Leybourne, S.
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.939(92/20) / BLDSC - British Lib...

A simple non-parametric test for a unit root

Burridge, P
Boero, G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1991

Available from British Library Document Supply Centre- DSC:3553.8(BU-DE-DP--91-26) / BLDSC - British...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

Testing for seasonal unit roots A simple alternative to HEGY

Taylor, A.R.
Leybourne, S.J
Cambridge Univ. (United Kingdom). Faculty of Economics and Politics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7755.0448(CU-FEP-RP--49) / BLDSC - B...

Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

Taylor, A.R.
Smith, R.J.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-13) / BLDSC - British Lib...

On the practical problems of computing seasonal unit root tests The case of non-durable consumers' expenditures

Taylor, R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(96/10) / BLDSC - British L...

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, R.
Taylor, R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 95/43) / BLDSC - Britis...

Additional critical values and asymptotic representations for seasonal unit roots tests

Taylor, A.R
Smith, R.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

Available from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9529) / BLDSC - Britis...

Additional critical values and asymptotic representations for monthly seasonal unit root tests

Taylor, A.R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(96/13) / BLDSC - British L...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Taylor, A.R.
Busetti, F.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Regression-based seasonal unit root tests with recursive mean adjustment

Taylor, R.A.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-11) / BLDSC - British Lib...

Testing for seasonal fractional roots in German real output

Caporale, G.M.
Gil-Alana, L.
South Bank Univ., London (United Kingdom). Centre for Monetary and Financial Economics (CEMFE)

January 2001

Available from British Library Document Supply Centre-DSC:3597.951227(no 01-2001) / BLDSC - British ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

A simple test for a unit root

Leybourne, S.
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.939(92/20) / BLDSC - British Lib...

A simple non-parametric test for a unit root

Burridge, P
Boero, G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1991

Available from British Library Document Supply Centre- DSC:3553.8(BU-DE-DP--91-26) / BLDSC - British...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

Testing for seasonal unit roots A simple alternative to HEGY

Taylor, A.R.
Leybourne, S.J
Cambridge Univ. (United Kingdom). Faculty of Economics and Politics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7755.0448(CU-FEP-RP--49) / BLDSC - B...

Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

Taylor, A.R.
Smith, R.J.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-13) / BLDSC - British Lib...

On the practical problems of computing seasonal unit root tests The case of non-durable consumers' expenditures

Taylor, R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(96/10) / BLDSC - British L...

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, R.
Taylor, R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 95/43) / BLDSC - Britis...

Additional critical values and asymptotic representations for seasonal unit roots tests

Taylor, A.R
Smith, R.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

Available from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9529) / BLDSC - Britis...

Additional critical values and asymptotic representations for monthly seasonal unit root tests

Taylor, A.R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(96/13) / BLDSC - British L...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Taylor, A.R.
Busetti, F.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Regression-based seasonal unit root tests with recursive mean adjustment

Taylor, R.A.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-11) / BLDSC - British Lib...

Testing for seasonal fractional roots in German real output

Caporale, G.M.
Gil-Alana, L.
South Bank Univ., London (United Kingdom). Centre for Monetary and Financial Economics (CEMFE)

January 2001

Available from British Library Document Supply Centre-DSC:3597.951227(no 01-2001) / BLDSC - British ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

A simple test for a unit root

Leybourne, S.
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.939(92/20) / BLDSC - British Lib...

A simple non-parametric test for a unit root

Burridge, P
Boero, G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1991

Available from British Library Document Supply Centre- DSC:3553.8(BU-DE-DP--91-26) / BLDSC - British...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

Locally optimal tests against seasonal unit roots

Abstract

Extracted data

Locally optimal tests against seasonal unit roots

Abstract

Extracted data

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