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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
Ein empirischer Vergleich neuerer Verfahren zur Saisonbereinigung und Komponentenzerlegung
Höpfner, Birgit, (1998)
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín, (1999)
A note on the effect of seasonal dummies on the periodogram regression
Ooms, Marius, (1996)
Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe, (1997)
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)