Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability

1 July 1995

journal article
Published by JSTOR in Journal of Business & Economic Statistics

Vol. 13 (3) , 237
https://doi.org/10.2307/1392184

Abstract

This article introduces Lagrange multiplier tests of the null hypothesis of no unit roots at seasonal frequencies against the alternative of a unit root at eith...

Keywords

LAGRANGE
NULL
FREQUENCIES
MULTIPLIER TESTS
EITH
SEASONAL PATTERNS CONSTANT
CONSTANT OVER TIME

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