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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/12060
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dc.contributor.authorBarrio Castro, Tomás delcat
dc.date.accessioned2010-04-12T10:04:27Z-
dc.date.available2010-04-12T10:04:27Z-
dc.date.issued2007-
dc.identifier.urihttp://hdl.handle.net/2445/12060-
dc.descriptionLes fòrmules matemàtiques del resum estan representades en LaTeX.ca
dc.description.abstractEmpirical studies have shown little evidence to support the presence of all unit roots present in the Δ4 filter in quarterly seasonal time series. This paper analyses the performance of the Hylleberg, Engle, Granger and Yoo (1990) (HEGY) procedure when the roots under the null are not all present.eng
dc.format.extent271247 bytes-
dc.format.extent30 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengeng
dc.publisherUniversitat de Barcelona. Facultat d'Economia i Empresacat
dc.relation.isformatofReproducció digital del document publicat a http://www.ere.ub.es/dtreball/E07170.rdf/viewcat
dc.relation.ispartofDocuments de treball (Facultat d'Economia i Empresa. Espai de Recerca en Economia), 2007, E07/170cat
dc.relation.ispartofseries[WP E-Eco07/170]-
dc.rightscc-by-nc-nd, (c) Barrio, 2007-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/-
dc.sourceUB Economics – Working Papers [ERE]-
dc.subject.classificationEconometriacat
dc.subject.otherEconometricseng
dc.titleUsing the HEGY Procedure When Not All Roots Are Presenteng
dc.typeinfo:eu-repo/semantics/workingPapereng
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
Appears in Collections:UB Economics – Working Papers [ERE]
Documents de treball / Informes (Econometria, Estadística i Economia Aplicada)

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