HEGY test with mean shifts and its empirical investigation

MaRDI QIDQ3501924zbMATH OpenFDO

Authors Fan Zhang, Yuan Li

Publication date 3 June 2008

zbMATH Keywords

seasonal unit roots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
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Cited in

(1)

• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS

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