Files

Action Filename Size Access Description License
Show more files...

Abstract

In Hylleberg, Engle, Granger and Yoo (1988) a method is proposed to test for seasonal unit roots in the presence of other unit roots and seasonal processes. This method is applied to quarterly time series. In the present paper the application of the method is extended to time series consisting of monthly observations. Tables with critical values for several test statistics are provided. A small empirical power investigation is also conducted.

Details

Downloads Statistics

from
to
Download Full History