On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation

Burridge, P. and Taylor, A.M.R. (2001) On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation. Journal of Business and Economic Statistics, 19 (3). pp. 374-379. ISSN 0735-0015

Abstract

Metadata

Authors/Creators:
  • Burridge, P.
  • Taylor, A.M.R.
Copyright, Publisher and Additional Information: © 2001 American Statistical Association.
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 05 Feb 2009 18:46
Last Modified: 05 Feb 2009 18:46
Published Version: http://dx.doi.org/10.1198/073500101681019918
Status: Published
Publisher: American Statistical Association (ASA)
Identification Number: 10.1198/073500101681019918

Share / Export

Statistics