THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
Year of publication: |
2005
|
---|---|
Authors: | Lopes, Artur C. B. da Silva ; Montanes, Antonio |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 24.2005, 1, p. 83-108
|
Publisher: |
Taylor & Francis Journals |
Subject: | HEGY tests | Seasonality | Structural breaks | Unit roots |
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