The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
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Bibliographic InfoPaper provided by Economics, The University of Manchester in its series The School of Economics Discussion Paper Series with number 1228.
Date of creation: 2012
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-ECM-2012-11-11 (Econometrics)
- NEP-ETS-2012-11-11 (Econometric Time Series)
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