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UNSPECIFIED. (1997) Structural breaks and seasonal integration. ECONOMICS LETTERS, 56 (1). pp. 13-19. ISSN 0165-1765
Full text not available from this repository.Abstract
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.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences > HC Economic History and Conditions |
| Journal or Publication Title: | ECONOMICS LETTERS |
| Publisher: | ELSEVIER SCIENCE SA LAUSANNE |
| ISSN: | 0165-1765 |
| Date: | 26 September 1997 |
| Volume: | 56 |
| Number: | 1 |
| Number of Pages: | 7 |
| Page Range: | pp. 13-19 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/16336 |
Data sourced from Thomson Reuters' Web of Knowledge
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