We examine the effects of exogenous changes in the level or seasonal pattern of a series on the HEGY test. These changes bias both unit root and seasonal root tests. New critical Values for the HEGY tests are presented. (C) 1997 Elsevier Science S.A
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper we provide evidence on the presence of seasonal unit roots in aggregate U.S. data. The...
This paper studies the behavior of the HEGY statistics for quarterly data, for seasonal autoregressi...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
This paper studies the behavior of the HEGY statistics for quarterly data, for seasonal autoregressi...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of struc-tural breaks at...
O presente trabalho trata-se de um estudo de testes de sazonalidade em séries temporais lineares. O ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
O presente trabalho trata-se de um estudo de testes de sazonalidade em séries temporais lineares. O ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper we provide evidence on the presence of seasonal unit roots in aggregate U.S. data. The...
This paper studies the behavior of the HEGY statistics for quarterly data, for seasonal autoregressi...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
This paper studies the behavior of the HEGY statistics for quarterly data, for seasonal autoregressi...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of struc-tural breaks at...
O presente trabalho trata-se de um estudo de testes de sazonalidade em séries temporais lineares. O ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
O presente trabalho trata-se de um estudo de testes de sazonalidade em séries temporais lineares. O ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at ...
In this paper we provide evidence on the presence of seasonal unit roots in aggregate U.S. data. The...
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