Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

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...

Seasonal unit roots, structural breaks and cointegration

Scott, A
Hall, S.
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1990

Research sponsored by ESRC grant no. WB01250034Available from British Library Document Supply Centre...

a likelihood-ratio test for seasonal unit roots

Kunst, Robert M.

October 1988

summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...

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...

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...

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...

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...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

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 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...

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...

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...

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...

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...

Seasonal unit roots, structural breaks and cointegration

Scott, A
Hall, S.
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1990

Research sponsored by ESRC grant no. WB01250034Available from British Library Document Supply Centre...

a likelihood-ratio test for seasonal unit roots

Kunst, Robert M.

October 1988

summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...

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...

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...

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...

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...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

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 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...

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...

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...

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...

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...

Seasonal unit roots, structural breaks and cointegration

Scott, A
Hall, S.
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1990

Research sponsored by ESRC grant no. WB01250034Available from British Library Document Supply Centre...

a likelihood-ratio test for seasonal unit roots

Kunst, Robert M.

October 1988

summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...

Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

Abstract

Extracted data

Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

Abstract

Extracted data

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