| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5057938 | Economics Letters | 2016 | 5 Pages |
Abstract
This paper investigates the presence of deterministic seasonal features within a mixed frequency vector autoregressive model. A strategy based on Wald tests is proposed.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Tomás del Barrio Castro, Alain Hecq,