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

Request changes to a record

Actions (login required)

View Item