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Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
16 references·5 citing·36 second hop
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? (1996)Is Seasonal Adjustment a Linear or Nonlin…Issues Involved With the Seasonal Adjustment of Economic Time Series (2002)Issues Involved With the Seas…The effect of seasonal adjustment filters on tests for a unit root (1993)The effect of seasonal adjust…Testing for neglected nonlinearity in time series models (1993)Testing for neglected nonline…Seasonality and approximation errors in rational expectations models (1993)Seasonality and approximation…Cointegration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom (1993)Cointegration, Seasonality, E…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Two Models of Measurements and the Investment Accelerator (1989)Two Models of Measurements an…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Conditional Heteroscedastic Time Series Models (1987)Conditional Heteroscedastic T…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Seasonal Analysis of Economic Time Series (1978)Seasonal Analysis of Economic…Seasonal Adjustment and Relations between Variables (1974)Seasonal Adjustment and Relat…Essays in Mathematical Economics, in Honor of Oskar Morgenstern (1967)Essays in Mathematical Econom…The X-11 variant of the census method II seasonal adjustment program (1965)The X-11 variant of the censu…Seasonal and trend time series forecasting based on a quasi-linear autoregressive model (2014)Seasonal and trend time serie…Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (2014)Conditionally Efficient Estim…On detrending and cyclical asymmetry (2002)On detrending and cyclical as…Does seasonality influence the dating of business cycle turning points? (1999)Does seasonality influence th…The effect of linear filters on dynamic time series with structural change (1996)The effect of linear filters …The Typical Spectral Shape of an Economic Variable (1966)Cointegration tests of energy consumption, income, and employment (1992)Advertising and Aggregate Consumption: An Analysis of Causality (2010)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Time to Build and Aggregate Fluctuations (1982)The macroeconomic effects of distortionary taxation (1994)Chapter 10 Forecasting with Many Predictors (2006)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Modelling Nonlinear Economic Time Series (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Oil price shocks and their short- and long-term effects on the Chinese economy (2010)Forecasting holiday daily tourist flow based on seasonal support vector regression with adaptive genetic algorithm (2014)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Testing for a unit root in the nonlinear STAR framework (2002)Analysis of Financial Time Series (2006)Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study (1983)A unified view of statistical forecasting procedures (1984)Forecasting with temporal hierarchies (2017)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1993Testing for neglected nonlinearity in time series models498 cited
  • 1989Two Models of Measurements and the Investment Accelerator371 cited
  • 1974Seasonal Adjustment and Relations between Variables327 cited
  • 1965The X-11 variant of the census method II seasonal adjustment program321 cited
  • 1978Seasonal Analysis of Economic Time Series288 cited
  • 1987Conditional Heteroscedastic Time Series Models264 cited
  • 2002Issues Involved With the Seasonal Adjustment of Economic Time Series249 cited
  • 1993The effect of seasonal adjustment filters on tests for a unit root239 cited
  • 1967Essays in Mathematical Economics, in Honor of Oskar Morgenstern179 cited
  • 1993Seasonality and approximation errors in rational expectations models

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130 cited
  • 1993Cointegration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom53 cited
  • Cited by

    • 2014Seasonal and trend time series forecasting based on a quasi-linear autoregressive model42 cited
    • 2002On detrending and cyclical asymmetry40 cited
    • 1996The effect of linear filters on dynamic time series with structural change33 cited
    • 1999Does seasonality influence the dating of business cycle turning points?25 cited
    • 2014Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series19 cited