The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata.

Autor: del Barrio Castro, Tomás1 tomas.barrio@uib.es, Bodnar, Andrii andrii.bodnar@gmail.com, Sansó, Andreu1 Andreu.sanso@uib.es
Zdroj: Stata Journal. 2016, Vol. 16 Issue 3, p740-760. 21p.
Databáze: Academic Search Ultimate