Testing for seasonality☆
References (5)
The implications of periodically varying coefficients for seasonal time-series processes
Journal of Econometrics
(1991)Seasonalities in foreign exchange markets
There are more references available in the full text version of this article.
Cited by (0)
- ☆
Thanks are due to Eric Ghysels and Denise Osborn for making available the data series.
Copyright © 1992 Published by Elsevier B.V.