MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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).

Language: RATS
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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http://www.estima.com/procs_perl/mhegy.src (text/plain)

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