Are seasonal patterns constant over time? A test for seasonal stability

Journal of Business and Economic Statistics

Volumn 13, Issue 3, 1995, Pages 237-252

  Canqva, Fabio ^a,b   Hansen, Bruce E ^c,d  

^a UNIVERSITAT POMPEU FABRA   (Spain)

^b Palazzo delle Scienze   (Italy)

^c BOSTON COLLEGE   (United States)

^d UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Instability; Lagrange multiplier tests; Monte Carlo; Parameter constancy; Seasonality; Unit roots

Indexed keywords

EID: 84953063700     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1995.10524598     Document Type: Article

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