@Sergei-Kharin

Sergei Kharin

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Questions related from Sergei Kharin

Is the HEGY test applicable to analyze assymetries in price transmission on markets?

Dear researchers, Is the HEGY test (to identify seasonal unit roots) applicable to analyze assymetries in price transmission on agri-food markets? What are the shortcomings of HEGY test?

09 September 2020 9,588 0 View

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