| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7349028 | Economics Letters | 2018 | 13 Pages |
Abstract
This 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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Burak Alparslan EroÄlu, Kemal ÃaÄlar GöÄebakan, Mirza TrokiÄ,