• Title of article

    Structural breaks and seasonal integration

  • Author/Authors

    Jeremy Smith، نويسنده , , Jesus Otero، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    7
  • From page
    13
  • To page
    19
  • Abstract
    We examine the effects of exogenous changes in the level or seasonal pattern of a series on the HEGY test. These changes bias both unit root and seasonal root tests. New critical values for the HEGY tests are presented.
  • Keywords
    Structural breaks , Unit roots , Seasonal unit roots , HEGY
  • Journal title
    Economics Letters
  • Serial Year
    1997
  • Journal title
    Economics Letters
  • Record number

    434361

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434361