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On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data.
Ghysels, E., (1992)
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.
Ghysels, E., (1995)
Regime Sensitive Cointegration with an Application to Interest rate Parity.
Siklos, P.L., (1997)