Title:

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

Authors:

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

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2012

Volume:

74

Pages:

736-759

JEL codes:

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