Spurious deterministic seasonality

DOI10.1016/0165-1765(94)00638-IzbMath0900.90181MaRDI QIDQ672885

Svend Hylleberg, Philip Hans Franses, Hahn S. Lee

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Seasonal dummiesStochastic seasonality

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items

Identification of seasonal effects in impulse responses using score-driven multivariate location models, Alternative estimators and unit root tests for seasonal autoregressive processes, The robustness of tests for seasonal differencing to structural breaks.

Cites Work

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