Browsing by Subject "Seasonal unit roots"

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    Powerful nonparametric seasonal unit root tests
    (Elsevier B.V., 2018) Eroğlu, B. A.; Göğebakan, K. Ç.; Trokić, M.
    This paper introduces a powerful nonparametric testing procedure for seasonal unit roots by utilizing the fractional integration operator. Different from the well-known seasonal unit root tests of Hylleberg et al. (1990), the proposed tests do not require any parametric specifications.