Title:

The Impact of Persistent Cycles on Zero Frequency Unit Root Tests

Authors:

Paulo M. M. Rodrigues (U Nova, Bank of Portugal)
A M Robert Taylor (U Essex)
Tomás Barrio Castro (Universidade das Ilhas Baleares)

Journal:

Econometric Theory

Year:

2013

Volume:

29

Pages:

1289-1313

JEL code:

C22 - Time-Series Models