Barrio Castro, Tomás del2010-04-122010-04-122007https://hdl.handle.net/2445/12060Les fòrmules matemàtiques del resum estan representades en LaTeX.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.271247 bytes30 p.application/pdfengcc-by-nc-nd, (c) Barrio, 2007http://creativecommons.org/licenses/by-nc-nd/3.0/es/EconometriaEconometricsinfo:eu-repo/semantics/workingPaperinfo:eu-repo/semantics/openAccess