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Persistent link: https://www.econbiz.de/10014249063
This study develops a novel generalised seasonality test that utilises sequential dummy variable regressions for seasonality periodicity equal to prime numbers. It allows both to test for existence of any seasonal patterns against the broad null hypothesis of no seasonality and to isolate most...
Persistent link: https://www.econbiz.de/10014352091
Persistent link: https://www.econbiz.de/10012439072