HEGY test with mean shifts and its empirical investigation

zbMATH Open1150.62415MaRDI QIDQ3501924FDOQ3501924

Authors: Fan Zhang, Yuan Li 

Publication date: 3 June 2008

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

Cited In (1)

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

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