On Augmented HEGY Tests for Seasonal Unit Roots
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- Castro, Tomás del Barrio & Osborn, Denise R. & Taylor, A.M. Robert, 2012. "On Augmented Hegy Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1121-1143, October.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-ECM-2011-09-22 (Econometrics)
- NEP-ETS-2011-09-22 (Econometric Time Series)
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