Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

By F. Busetti, Alan M. Taylor. 2003

95 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a53ebb66c42dbb26b83edbe868337bee505c617c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. W. Enders
2. Junsoo Lee
3. R. Becker
4. P. Jones
5. Muhammad Shahbaz
6. Sakiru Adebola Solarin
7. M. Stigler
8. Mark Strazicich

In Finance

1. W. Enders
2. Junsoo Lee
3. R. Becker
4. P. Jones
5. Sakiru Adebola Solarin
6. H. Mohammadi
7. Steven Cook
8. M. Stigler

Citations in the corpus

• Commodity Prices and Unit Root Tests (2007, unknown): “Smith and Taylor (1998), Busetti and Taylor (2003), Rodrigues and Taylor (2004) consider seasonal unit root tests.”
• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006, background): “Busetti and Harvey (2001), Kurozumi (2002), Presno and Lopez (2003), Harvey and Mills (2003), and Busetti and Taylor (2003) modify the standard Kwaitowski, Phillips, Schmidt and Shin (KPSS) (1992) test by including dummy variables to capture changes in the level and trend.”