Eroğlu, B. A.Göğebakan, K. Ç.Trokić, M.2019-02-212019-02-2120180165-1765http://hdl.handle.net/11693/49864This 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.EnglishFractional integrationNon-parametricSeasonal unit rootsPowerful nonparametric seasonal unit root testsArticle10.1016/j.econlet.2018.03.0111873-7374