Using the HEGY Procedure When Not All Roots Are Present
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DOI: 10.1111/j.1467-9892.2007.00539.x
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- Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics 170, Universitat de Barcelona. Espai de Recerca en Economia.
References listed on IDEAS
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Citations
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Cited by:
- Ghassen El Montasser, 2011. "The overall seasonal integration tests under non-stationary alternatives: A methodological note," EERI Research Paper Series EERI_RP_2011_06, Economics and Econometrics Research Institute (EERI), Brussels.
- Tomás Del Barrio Castro & Denise R. Osborn, 2011.
"HEGY Tests in the Presence of Moving Averages,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 691-704, October.
- Tomás del Barrio Castro & Denise R. Osborn, 2010. "HEGY Tests in the Presence of Moving Averages," DEA Working Papers 42, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2020.
"On Cointegration for Processes Integrated at Different Frequencies,"
CEIS Research Paper
502, Tor Vergata University, CEIS, revised 11 Sep 2020.
- del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020. "On cointegration for processes integrated at different frequencies," MPRA Paper 102611, University Library of Munich, Germany.
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More about this item
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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