Powerful nonparametric seasonal unit root tests

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dc.WoS.categoriesEconomicsen_US
dc.authorid0000-0001-6814-747Xen_US
dc.contributor.authorEroğlu, Burak Alparslan
dc.date.accessioned2020-07-26T10:11:15Z
dc.date.available2020-07-26T10:11:15Z
dc.date.issued2018-06
dc.description.abstractThis 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. (C) 2018 Elsevier B.V. All rights reserved.en_US
dc.fullTextLevelFull Texten_US
dc.identifier.doi10.1016/j.econlet.2018.03.011en_US
dc.identifier.issn1873-7374
dc.identifier.issn0165-1765
dc.identifier.scopus2-s2.0-85044444856en_US
dc.identifier.urihttps://hdl.handle.net/11411/2320
dc.identifier.urihttps://doi.org/10.1016/j.econlet.2018.03.011
dc.identifier.wosWOS:000432762300017en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.nationalInternationalen_US
dc.numberofauthors3en_US
dc.pages75-80en_US
dc.publisherELSEVIER SCIENCE SAen_US
dc.relation.ispartofECONOMICS LETTERSen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectSeasonal unit rootsen_US
dc.subjectFractional integrationen_US
dc.subjectNon-parametncen_US
dc.titlePowerful nonparametric seasonal unit root testsen_US
dc.typeArticleen_US
dc.volume167en_US

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