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Stochastic seasonality and daily financial time series
Andrade, Isabel C., (1996)
Prototype Bayesian estimation of US state employment and unemployment rates
Hwang, Jing-shiang, (1992)
Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans, (1995)
Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence
Lee, Hahn-shik, (1991)
The influence of seasonal adjustment on the Canadian consumption function : 1947 - 1991
Lee, Hahn-shik, (1993)
A note on the critical values for the maximum likelihood (seasonal) cointegration tests
Lee, Hahn-shik, (1995)