On Augmented Franses Tests for Seasonal Unit Roots

dc.contributor.author	del Barrio Castro, T.
dc.contributor.author	Sansó, A.
dc.date.accessioned	2020-04-22T07:22:47Z
dc.identifier.uri	http://hdl.handle.net/11201/152090
dc.description.abstract	[eng] 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.
dc.format	application/pdf
dc.relation.isformatof	Versió postprint del document publicat a: https://doi.org/10.1080/03610926.2013.809121
dc.relation.ispartof	Communications in Statistics-Theory and Methods, 2015, vol. 44, num. 24, p. 5204-5212
dc.subject.classification	33 - Economia
dc.subject.other	33 - Economics. Economic science
dc.title	On Augmented Franses Tests for Seasonal Unit Roots
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/acceptedVersion
dc.date.updated	2020-04-22T07:22:47Z
dc.date.embargoEndDate	info:eu-repo/date/embargoEnd/2026-12-31
dc.embargo	2026-12-31
dc.rights.accessRights	info:eu-repo/semantics/embargoedAccess
dc.identifier.doi	https://doi.org/10.1080/03610926.2013.809121