Recursive and rolling regression-based tests of the seasonal unit root hypothesisRichard J. Smith, Robert Taylor2001-12-01articleJournal of Econometrics36 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactTime Series Analysis and ForecastingDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 36 citations exist upstream.References1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root1976Econometric policy evaluation: A critique2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1990Seasonal integration and cointegration1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag