Título:

The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests

Autores:

Paulo M. M. Rodrigues (Bank of Portugal, U Nova)
A M Robert Taylor (Granger Centre for Time Series Econometrics - U Nottingham)

Revista:

Oxford Bulletin of Economics and Statistics

Ano:

2012

Volume:

74

Páginas:

736-759

Códigos JEL:

C22 - Time-Series Models
C32 - Time-Series Models