Seasonal Adjustment and Relations Between Variables
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(19)- Does seasonal adjustment induce common cycles?
- Data revisions with moving average seasonal adjustment procedures
- Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
- Seasonally and approximation errors in rational expectations models
- The effect of seasonal adjustment filters on tests for a unit root (with discussion)
- A comparative study of finite sample properties of band spectrum regression estimators
- The analysis of seasonal economic models
- Identification of seasonality in time series: A note
- A simple test for stable seasonality
- Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
- Nonparametric estimation of time varying parameters under shape restrictions
- On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
- Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
- A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY
- MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
- The effects of working with seasonally adjusted data when testing for unit root.
- Forecasting world trade: Direct versus ``bottom-up approaches
- An algorithm to estimate time-varying parameter SURE models under different types of restriction
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