On Augmented HEGY Tests for Seasonal Unit Roots

Tomás del Barrio Castro, Denise Osborn and Robert Taylor

Economics Discussion Paper Series from Economics, The University of Manchester

Date: 2011
New Economics Papers: this item is included in nep-ecm and nep-ets
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Journal Article: ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:man:sespap:1121

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