Robust tests for deterministic seasonality and seasonal mean shifts

DOI10.1111/ECTJ.12111OpenAlexW2791062801MaRDI QIDQ5084380FDOQ5084380

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)

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

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