Bootstrapping the HEGY seasonal unit root tests

Burridge, P. and Taylor, A.M.R. (2004) Bootstrapping the HEGY seasonal unit root tests. Journal of Econometrics, 123 (1). pp. 67-87. ISSN 0304-4076

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Authors/Creators:
  • Burridge, P.
  • Taylor, A.M.R.
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 24 Apr 2009 10:21
Last Modified: 24 Apr 2009 10:21
Published Version: http://dx.doi.org/10.1016/j.jeconom.2003.http://dx...
Status: Published
Publisher: Elsevier Science B.V.
Identification Number: https://doi.org/10.1016/j.jeconom.2003.10.029

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