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The Estimation of Seasonal Variation in Economic Time Series
0 references·5 citing·14 second hop
The Estimation of Seasonal Variation in Economic Time Series (1963)The Estimation of Seasonal Variation in E…Day-of-the-week effect on the VIX. A parsimonious representation (2012)Day-of-the-week effect on the…Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? (1996)Is Seasonal Adjustment a Line…Harmonic Analysis of Seasonal Data: Some Important Properties (1972)Harmonic Analysis of Seasonal…A Comparison of a Modified "Hannan" and the BLS Seasonal Adjustment Filters (1965)A Comparison of a Modified "H…The Estimation of a Changing Seasonal Pattern (1964)The Estimation of a Changing …Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)The X-11 variant of the census method II seasonal adjustment program (1965)Seasonality in the Consumer Response to Milk Advertising with Implications for Milk Promotion Policy (1986)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control. (1978)Stock returns and the weekend effect (1980)SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)Prediction and Regulation. (1965)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing Linearity Against Smooth Transition Autoregressive Models (1988)A test for independence based on the correlation dimension (1996)The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions? (2000)Chapter 7 What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation? Some US Evidence (2008)The effect of seasonal adjustment on the properties of business cycle regimes (2008)
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  • 1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?53 cited
  • 1964The Estimation of a Changing Seasonal Pattern46 cited
  • 1972Harmonic Analysis of Seasonal Data: Some Important Properties40 cited
  • 1965A Comparison of a Modified "Hannan" and the BLS Seasonal Adjustment Filters32 cited
  • 2012Day-of-the-week effect on the VIX. A parsimonious representation22 cited

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