On Augmented Franses Tests for Seasonal Unit Roots

Tomás del Barrio Castro and Andreu Sansó

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 24, 5204-5212

Abstract: This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to the approach followed by Franses (1991a,b) to test for seasonal unit roots, providing the asymptotic representation to the seasonal unit roots tests proposed by Franses for a general number of seasons S.

Date: 2015
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DOI: 10.1080/03610926.2013.809121

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