On the performance of the DHF tests against nonstationary alternatives
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
More about this item
KeywordsSeasonality Vector of quarters Unit root tests DHF test;
StatisticsAccess and download statistics
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