Title:

The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts

Authors:

Artur Silva Lopes (UTL, CEMAPRE - ISEG, UTL)
Antonio Montanes (U Zaragoza)

Journal:

Econometric Reviews

Year:

2005

Volume:

24

Pages:

83-108

JEL code:

C22 - Time-Series Models