Using the HEGY Procedure When Not All Roots Are Present

dc.contributor.author	Barrio Castro, Tomás del	cat
dc.date.accessioned	2010-04-12T10:04:27Z	-
dc.date.available	2010-04-12T10:04:27Z	-
dc.date.issued	2007	-
dc.description	Les fòrmules matemàtiques del resum estan representades en LaTeX.	ca
dc.description.abstract	Empirical 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.extent	271247 bytes	-
dc.format.extent	30 p.	-
dc.format.mimetype	application/pdf	-
dc.identifier.uri	https://hdl.handle.net/2445/12060	-
dc.language.iso	eng	eng
dc.publisher	Universitat de Barcelona. Facultat d'Economia i Empresa	cat
dc.relation.isformatof	Reproducció digital del document publicat a http://www.ere.ub.es/dtreball/E07170.rdf/view	cat
dc.relation.ispartof	Documents de treball (Facultat d'Economia i Empresa. Espai de Recerca en Economia), 2007, E07/170	cat
dc.relation.ispartofseries	[WP E-Eco07/170]
dc.rights	cc-by-nc-nd, (c) Barrio, 2007
dc.rights.accessRights	info:eu-repo/semantics/openAccess
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/es/	-
dc.source	UB Economics – Working Papers [ERE]
dc.subject.classification	Econometria	cat
dc.subject.other	Econometrics	eng
dc.title	Using the HEGY Procedure When Not All Roots Are Present	eng
dc.type	info:eu-repo/semantics/workingPaper	eng

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