Robust tests for deterministic seasonality and seasonal mean shifts

DOI10.1111/ECTJ.12111MaRDI QIDQ5084380zbMATH OpenOpenAlexFDO

Authors Sam Astill, A. M. Robert Taylor

Publication date 24 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL http://repository.essex.ac.uk/21265/7/seasonalBV.pdf

zbMATH Keywords

seasonalityseasonal unit rootsrobust testsseasonal level breaks

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Rescaled variance tests for seasonal stationarity
• Robust testing for stationarity of global surface temperature

This page was built for publication: Robust tests for deterministic seasonality and seasonal mean shifts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084380)