{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,13]],"date-time":"2026-07-13T12:28:19Z","timestamp":1783945699506,"version":"3.55.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[1998,4,1]],"date-time":"1998-04-01T00:00:00Z","timestamp":891388800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,4]]},"abstract":"<jats:p>In this paper we consider a semiparametric version \nof the test for seasonal unit roots suggested by Hylleberg, \nEngle, Granger, and Yoo (1990, <jats:italic>Journal of Econometrics<\/jats:italic> \n44, 215\u2013238). The asymptotic theory is based on the \nanalysis of a simple regression problem, and the results \napply to tests at any given frequency in the range \n(0,\u03c0]. Monte Carlo simulations suggest that \nthe test may have more power than the parametric \ntest of Hylleberg et al. (1990). On the other hand, the \nsemiparametric version suffers from severe size distortions \nin some situations.<\/jats:p>","DOI":"10.1017\/s0266466698142032","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"200-221","source":"Crossref","is-referenced-by-count":45,"title":["ON PHILLIPS\u2013PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS"],"prefix":"10.1017","volume":"14","author":[{"given":"J\u00f6rg","family":"Breitung","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Philip Hans","family":"Franses","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,4,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698142032","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,29]],"date-time":"2019-03-29T15:38:12Z","timestamp":1553873892000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698142032\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1998,4]]}},"alternative-id":["S0266466698142032"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698142032","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,4]]}}}