MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests
Tom Doan ()
Statistical Software Components from Boston College Department of Economics
MHEGY.SRC implements the monthly version of the "HEGY" (Hylleberg, Engle, Granger, and Yoo, 1990) seasonal unit root tests (use the HEGY.SRC version for quarterly series).
Requires: RATS 6.00
Keywords: Seasonal; unit; roots (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rts00127
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