Economics at your fingertips  

Powerful nonparametric seasonal unit root tests

Burak Alparslan Eroğlu, Kemal Çağlar Göğebakan and Mirza Trokić

Economics Letters, 2018, vol. 167, issue C, 75-80

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.

Keywords: Seasonal unit roots; Fractional integration; Non-parametric (search for similar items in EconPapers)
JEL-codes: C22 C12 C14 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Page updated 2018-06-02
Handle: RePEc:eee:ecolet:v:167:y:2018:i:c:p:75-80