The behavior of Hegy tests for quarterly time series with seasonal mean shifts
Artur C. B. da Silva Lopes; Antonio Montañes
| Year of publication: |
2005
|
|---|---|
| Authors: | Lopes, Artur C. B. da Silva ; Montañés, Antonio |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 1, p. 83-108
|
| Subject: | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002655594