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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric - In: Econometric theory 12 (1996) 3, pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
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On periodic structures and testing for seasonal unit roots
Ghysels, Eric; Hall, Alastair R.; Lee, Hahn-shik - 1995
Persistent link: https://www.econbiz.de/10001512557
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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Are business cycle turning points uniformly distributed throughout the year?
Ghysels, Eric - 1991
Persistent link: https://www.econbiz.de/10000902432
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Bayesian inference for periodic regime-switching models
Ghysels, Eric - In: Journal of applied econometrics 13 (1998) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
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On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric - In: Journal of econometrics 79 (1997) 2, pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
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On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 747-760
Persistent link: https://www.econbiz.de/10001331522