Asymptotic Distributions for Regression-Based Seasonal Unit Root Test Statistics in a Near-Integrated Model

Anthony Taylor, PM Rodrigues

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@article{6c4ac8d950454a539b7ba6e6016b558c,

title = "Asymptotic Distributions for Regression-Based Seasonal Unit Root Test Statistics in a Near-Integrated Model",

author = "Anthony Taylor and PM Rodrigues",

year = "2004",

month = jan,

day = "1",

doi = "10.1017/S0266466604204029",

language = "English",

volume = "20",

pages = "645--670",

journal = "Econometric Theory",

publisher = "Cambridge University Press",

number = "4",

}