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The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

del Barrio Castro, Tomás and Osborn, Denise R and Taylor, AM Robert (2016) The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests. Econometric Reviews, 35 (1). pp. 122-168. DOI https://doi.org/10.1080/07474938.2013.807710



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