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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)
Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Otero, Jesús G., (2000)
Structural breaks and seasonal integration
Smith, Jeremy, (1995)
The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G., (1996)