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The behavior of Hegy tests for quarterly time series with seasonal mean shifts
Lopes, Artur C. B. da Silva
;
Montañés, Antonio
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10002655594
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Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests : a simulation study
Lopes, Artur C. B. da Silva
- In:
The Manchester School
76
(
2008
)
5
,
pp. 528-538
Persistent link: https://www.econbiz.de/10003751384
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