Title:

On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles

Authors:

Tomás Barrio Castro (U Balearic Islands)
Paulo M. M. Rodrigues (Bank of Portugal, U Nova)
A M Robert Taylor (U Essex)

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2015

Volume:

77

Number:

4

Pages:

495-511