HEGY Tests in the Presence of Moving Averages
Year of publication: |
2010
|
---|---|
Authors: | Castro, Tomás del Barrio ; Osborn, Denise R. |
Institutions: | Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials |
Subject: | Seasonal integration | HEGY tests | unit root tests | moving averages |
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