Seasonality Tests
- 1 July 2003
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 21 (3) , 420-436
- https://doi.org/10.1198/073500103288619061
Abstract
This article modifies and extends the test against nonstationary stochastic seasonality proposed by Canova and Hansen. A simplified form of the test statistic in which the nonparametric correction ...Keywords
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