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