{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,7]],"date-time":"2026-10-07T08:46:28Z","timestamp":1791362788364,"version":"4.3.1"},"reference-count":24,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2017,4,9]],"date-time":"2017-04-09T00:00:00Z","timestamp":1491696000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2018,4]]},"abstract":"<jats:p>\n                    We extend the\n                    <jats:inline-formula>\n                      <jats:alternatives>\n                        <jats:graphic xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" orientation=\"portrait\" mime-subtype=\"gif\" mimetype=\"image\" position=\"float\" xlink:type=\"simple\" xlink:href=\"S0266466617000135_inline1\"\/>\n                        <jats:tex-math>${\\cal M}$<\/jats:tex-math>\n                      <\/jats:alternatives>\n                    <\/jats:inline-formula>\n                    class of unit root tests introduced by Stock (1999,\n                    <jats:italic>Cointegration, Causality and Forecasting. A Festschrift in Honour of Clive W.J. Granger<\/jats:italic>\n                    . Oxford University Press), Perron and Ng (1996,\n                    <jats:italic>Review of Economic Studies<\/jats:italic>\n                    63, 435\u2013463) and Ng and Perron (2001,\n                    <jats:italic>Econometrica<\/jats:italic>\n                    69, 1519\u20131554) to the seasonal case, thereby developing semi-parametric alternatives to the regression-based augmented seasonal unit root tests of Hylleberg, Engle, Granger, and Yoo (1990,\n                    <jats:italic>Journal of Econometrics<\/jats:italic>\n                    44, 215\u2013238). The success of this class of unit root tests to deliver good finite sample size control even in the most problematic (near-cancellation) case where the shocks contain a strong negative moving average component is shown to carry over to the seasonal case as is the superior size\/power trade-off offered by these tests relative to other available tests.\n                  <\/jats:p>","DOI":"10.1017\/s0266466617000135","type":"journal-article","created":{"date-parts":[[2017,4,9]],"date-time":"2017-04-09T18:22:56Z","timestamp":1491762176000},"page":"447-476","update-policy":"https:\/\/doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":13,"title":["SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS"],"prefix":"10.1017","volume":"34","author":[{"given":"Tom\u00e1s","family":"del Barrio Castro","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Paulo M.M.","family":"Rodrigues","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"A.M.","family":"Robert Taylor","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2017,4,9]]},"reference":[{"key":"S0266466617000135_ref23","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466608090166"},{"key":"S0266466617000135_ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.10.007"},{"key":"S0266466617000135_ref21","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/75.2.335"},{"key":"S0266466617000135_ref20","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466698145024"},{"key":"S0266466617000135_ref18","doi-asserted-by":"publisher","DOI":"10.1016\/j.econlet.2006.06.009"},{"key":"S0266466617000135_ref17","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00256"},{"key":"S0266466617000135_ref15","doi-asserted-by":"publisher","DOI":"10.2202\/1941-1928.1096"},{"key":"S0266466617000135_ref14","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466602186087"},{"key":"S0266466617000135_ref19","doi-asserted-by":"publisher","DOI":"10.2307\/2297890"},{"key":"S0266466617000135_ref13","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(90)90080-D"},{"key":"S0266466617000135_ref12","first-page":"252","volume-title":"Palgrave Handbooks of Econometrics: Vol. 1 Econometric Theory, Chapter 7","author":"Haldrup","year":"2006"},{"key":"S0266466617000135_ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2004.08.019"},{"key":"S0266466617000135_ref10","doi-asserted-by":"publisher","DOI":"10.1017\/S026646669915401X"},{"key":"S0266466617000135_ref7","doi-asserted-by":"publisher","DOI":"10.2307\/2171846"},{"key":"S0266466617000135_ref1","doi-asserted-by":"publisher","DOI":"10.1080\/07474938.2013.807710"},{"key":"S0266466617000135_ref9","volume-title":"Spectral Analysis of Economic Time Series","author":"Granger","year":"1964"},{"key":"S0266466617000135_ref5","author":"Box","year":"1976","journal-title":"Time Series Analysis: Forecasting and Control"},{"key":"S0266466617000135_ref2","unstructured":"del Barrio Castro T. , Rodrigues P.M.M. , & Taylor A.M.R. (2015) Semi-Parametric Seasonal Unit Root Tests. Essex Finance Centre Working Paper Series number 16807. Available at http:\/\/repository.essex.ac.uk\/16807\/."},{"key":"S0266466617000135_ref3","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176342709"},{"key":"S0266466617000135_ref6","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466698142032"},{"key":"S0266466617000135_ref16","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00447"},{"key":"S0266466617000135_ref4","doi-asserted-by":"publisher","DOI":"10.2307\/2297634"},{"key":"S0266466617000135_ref24","first-page":"137","volume-title":"Cointegration, Causality and Forecasting. A Festschrift in Honour of Clive W.J. Granger","author":"Stock","year":"1999"},{"key":"S0266466617000135_ref8","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139164009"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466617000135","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,14]],"date-time":"2019-04-14T18:36:15Z","timestamp":1555266975000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466617000135\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,4,9]]},"references-count":24,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2018,4]]}},"alternative-id":["S0266466617000135"],"URL":"https:\/\/doi.org\/10.1017\/s0266466617000135","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,4,9]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2017\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}