"Hey Joe" (I assume we're talking about the Hendrix version) is one prime example of that practice of ambiguous
major-minor tonality, because the chord progression (which is repeated over and over through the tune) clearly states a
tonal center of E minor: VI (C) - III (G) - VII (D) - IV (A) - I (E...), which should be minor, but the rhythm guitar clearly plays an E major chord. In fact, there's a little guitar melody at that point which includes the notes E and G natural (E minor).
That's "the sound of rock' n' roll": Minor melodies over major chords. Take a classic like "Jailhouse Rock", for instance, and that's what you'll find. You can sing a major melody over the chord progression and it will sound OK, but not as rock and roll. Listen to the music of Led Zeppelin, Rush, Aerosmith, (you name it), and the same approach is used very often. That can also be thought as if the basic chords are
major chords with dominant seventh and augmented ninth added. For "Hey Joe", the
tonal center of the song can be an E7(#9) chord: E-G#-B-D-Fx (F double sharp, sounds the same as G natural). This is called a "broken third" effect, because it sounds as if the chord has both thirds, major (G#) and minor (G natural).
The thing for me is, I know the theory behind that, I know it's a very, very common practice, but I'd like to know if, as a practice, it has an special name. How do you call that? (e.g.: Playing a succession of semitones is called a "chromatism") That's a question I've had from a long time. Thank you in advance if someone has an answer for this.
P.S.: And don't forget the coolest part of "Hey Joe": The walking bassline section!