Seasonal Unit Roots in Aggregate U.S. Data
收藏NBER1992-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0126
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资源简介：
In this paper we provide evidence on the presence of seasonal unit roots in aggregate U.S. data. The analysis is conducted using the approach developed by Hyllebcrg, Engle, Granger and Yoo (1990). We first derive the mechanics and asyrnptotics of the HEGY procedure for monthly data and use Monte
提供机构：
美国国家经济研究局
创建时间：
1992-08-01
