Eroğlu, Burak Alparslan2020-07-262020-07-262018-061873-73740165-1765https://hdl.handle.net/11411/2320https://doi.org/10.1016/j.econlet.2018.03.011This 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.eninfo:eu-repo/semantics/openAccessSeasonal unit rootsFractional integrationNon-parametncArticle2-s2.0-8504444485610.1016/j.econlet.2018.03.011Q2WOS:000432762300017