The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Tomás del Barrio Castro, Denise R. Osborn and A.M. Robert Taylor
| Year of publication: |
2016
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|---|---|
| Authors: | Barrio Castro, Tomás del ; Osborn, Denise R. ; Taylor, Robert |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 1/4, p. 122-168
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| Subject: | Data-based lag selection | HEGY tests | OLS and GLS detrending | Seasonal unit root | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kleinste-Quadrate-Methode | Least squares method | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2013.807710 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011549897