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Bootstrapping the HEGY Seasonal Unit Root Tests
A Taylor, P Burridge, Anthony Taylor
Economics
Research output
:
Contribution to journal
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Article
13
Citations (Scopus)
Overview
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Dive into the research topics of 'Bootstrapping the HEGY Seasonal Unit Root Tests'. Together they form a unique fingerprint.
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Keyphrases
Seasonal Unit Root Test
100%
Bootstrap
100%
HEGY Test
33%
Serial Correlation
16%
Adverse Effects
16%
Heteroscedasticity
16%
Null Distribution
16%
High-order
16%
Simulation Study
16%
Conventional Test
16%
Lag Selection
16%
Econometrics
16%
Data Dependency
16%
Granger
16%
Mathematics
Unit Root Test
100%
significance level α
66%
Heteroscedasticity
33%
Null
33%
Serial Correlation
33%
Simulation Study
33%
Good Approximation
33%
Dependent Data
33%
Medicine and Dentistry
Bootstrapping
100%
Adverse Effect
50%
Economics, Econometrics and Finance
Unit Root
100%
Earth and Planetary Sciences
Bootstrapping
100%