The robustness of tests for seasonal differencing to structural breaks *

@inproceedings{Lopes2001TheRO,
  title={The robustness of tests for seasonal differencing to structural breaks *},
  author={da Silva Lopes},
  year={2001}
}
  • da Silva Lopes
  • Published 2001
Monte Carlo simulations are used to compare the power properties of three simple tests for the seasonal differencing filter when the data contain seasonal mean shifts. Overall, the results favour the HEGY–GLN test.  2001 Elsevier Science B.V. All rights reserved. 
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