Powerful nonparametric seasonal unit root tests

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dc.citation.epage80en_US
dc.citation.spage75en_US
dc.citation.volumeNumber167en_US
dc.contributor.authorEroğlu, B. A.en_US
dc.contributor.authorGöğebakan, K. Ç.en_US
dc.contributor.authorTrokić, M.en_US
dc.date.accessioned2019-02-21T16:01:31Z
dc.date.available2019-02-21T16:01:31Z
dc.date.issued2018en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractThis 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.
dc.description.provenanceMade available in DSpace on 2019-02-21T16:01:31Z (GMT). No. of bitstreams: 1 Bilkent-research-paper.pdf: 222869 bytes, checksum: 842af2b9bd649e7f548593affdbafbb3 (MD5) Previous issue date: 2018en
dc.embargo.release2020-06-01en_US
dc.identifier.doi10.1016/j.econlet.2018.03.011
dc.identifier.eissn1873-7374en_US
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/11693/49864
dc.language.isoEnglish
dc.publisherElsevier B.V.
dc.relation.isversionofhttps://doi.org/10.1016/j.econlet.2018.03.011
dc.source.titleEconomics Lettersen_US
dc.subjectFractional integrationen_US
dc.subjectNon-parametricen_US
dc.subjectSeasonal unit rootsen_US
dc.titlePowerful nonparametric seasonal unit root testsen_US
dc.typeArticleen_US

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