Bootstrapping the HEGY seasonal unit root tests
type: Item
instance of: scholarly article
title: Bootstrapping the HEGY seasonal unit root tests
zbMATH Open document ID: 1328.62506
author: Peter Burridge
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2015-12-29T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6524532
zbMATH Keywords: seasonal unit roots
zbMATH Keywords: bootstrap tests
zbMATH Keywords: higher-order serial correlation
zbMATH Keywords: periodic heteroscedasticity
zbMATH Keywords: data-based lag selection
MaRDI profile type: Publication
full work available at URL: j.jeconom.2003.10.029
OpenAlex ID: W2132412650
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DOI: 10.1016/J.JECONOM.2003.10.029
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description: scientific article; zbMATH DE number 6524532