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Robust tests for deterministic seasonality and seasonal mean shifts

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Publication:5084380
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DOI10.1111/ectj.12111OpenAlexW2791062801MaRDI QIDQ5084380

Sam Astill, A. M. Robert Taylor

Publication date: 24 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/21265/7/seasonalBV.pdf

zbMATH Keywords

seasonalityseasonal unit rootsrobust testsseasonal level breaks


Mathematics Subject Classification ID

Statistics (62-XX)





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