Seasonality tests

Journal of Business and Economic Statistics

Volumn 21, Issue 3, 2003, Pages 420-436

  Busetti, Fabio ^a   Harvey, Andrew ^b  

^a Research Department   (Italy)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Cram r von Mises distribution; Locally best invariant test; Seasonal breaks; Structural time series model; Trading day effects; Unobserved components

Indexed keywords

EID: 0042766227     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500103288619061     Document Type: Article

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