HEGY—Hylleberg, et. al seasonal unit root test

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

HEGY—Hylleberg, et. al seasonal unit root test

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@HEGY computes the Hylleberg, et. al. (1990) seasonal unit root tests for quarterly time series with extensions by Ghysels, et. al. (1994) to include additional tests.

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