Regression-based seasonal unit root tests with recursive mean adjustment

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...

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...

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...

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...

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...

Alternative estimators and unit root tests for seasonal autoregressive processes

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

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-07) / BLDSC - British Lib...

Locally optimal tests against seasonal unit roots

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

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model

Rodrigues, Paulo M.M.
Taylor, A.M. Robert
University of Birmingham. Department of Economics (United Kingdom)

January 2003

Includes bibliographical references. Title from coverSIGLEAvailable from British Library Document Su...

Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Non-Seasonal Time Series

A. M. Robert Taylor

January 2002

This paper considers tests for (seasonal) unit roots in a univariate time series pro-cess. We constr...

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 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...

Seasonality in dynamic regression models

Harvey, A.
Scott, A
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-DP-EM--93-266) / BL...

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...

A correction factor for unit root test statistics

Bravo, F.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9809) / BLDSC - British Libr...

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...

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...

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...

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...

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...

Alternative estimators and unit root tests for seasonal autoregressive processes

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

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-07) / BLDSC - British Lib...

Locally optimal tests against seasonal unit roots

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

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model

Rodrigues, Paulo M.M.
Taylor, A.M. Robert
University of Birmingham. Department of Economics (United Kingdom)

January 2003

Includes bibliographical references. Title from coverSIGLEAvailable from British Library Document Su...

Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Non-Seasonal Time Series

A. M. Robert Taylor

January 2002

This paper considers tests for (seasonal) unit roots in a univariate time series pro-cess. We constr...

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 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...

Seasonality in dynamic regression models

Harvey, A.
Scott, A
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-DP-EM--93-266) / BL...

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...

A correction factor for unit root test statistics

Bravo, F.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9809) / BLDSC - British Libr...

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...

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...

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...

Regression-based seasonal unit root tests with recursive mean adjustment

Abstract

Extracted data

Regression-based seasonal unit root tests with recursive mean adjustment

Abstract

Extracted data

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