The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

Tomás del Barrio Castro, Denise Osborn and Robert Taylor

Economics Discussion Paper Series from Economics, The University of Manchester

Date: 2012
New Economics Papers: this item is included in nep-ecm and nep-ets
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Journal Article: The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:man:sespap:1228

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