Tomás del Barrio Castro
Publicacions |
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Testing for Seasonal Unit Roots in Periodic Integrated Autoregressive Processes
Econometric Theory 2008 (with Denise R. Osborn) Cointegration for Periodically Integrated Processes Econometric Theory 2008 (with Denise R. Osborn) Using the HEGY Procedure When not all Roots are Present Journal of Time Series Analysis 2007 On the performance of the DHF tests against nonstationary alternatives Statistics and Probability Letters 2006 The consequences of seasonal adjustment for periodic autoregressive processes Econometrics Journal 2004 (with Denise R. Osborn) The effects of working with seasonally adjusted data when testing for unit root Economics Letters 2002 |
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