Items where Author is "del Barrio Castro, Tomás"
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Article
del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Journal of Time Series Analysis, 40 (6). pp. 872-886. DOI https://doi.org/10.1111/jtsa.12453
del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) Semi-parametric seasonal unit root tests. Econometric Theory, 34 (02). pp. 447-476. DOI https://doi.org/10.1017/S0266466617000135
del Barrio Castro, Tomás and Osborn, Denise R and Taylor, AM Robert (2016) The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests. Econometric Reviews, 35 (1). pp. 122-168. DOI https://doi.org/10.1080/07474938.2013.807710
Monograph
del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)