Testing for deterministic seasonality in mixed-frequency VARs

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 149
Issue: C
Pages: 20-24

Authors (2)

del Barrio Castro, Tomás (not in RePEc) Hecq, Alain (Maastricht University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:149:y:2016:i:c:p:20-24
Journal Field
General
Author Count
2
Added to Database
2026-01-25