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The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
del Barrio Castro, Tomás, Osborn, Denise R., Taylor, A.M. RobertLanguage:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2013.807710
Date:
August, 2014
File:
PDF, 657 KB
english, 2014