Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks
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- Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
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More about this item
KeywordsHEGY Seasonal unit root test; Deterministic seasonality; Structural breaks; Money demand; Turkish economy;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
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