References

• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
• 1998Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models551 cited
• 1996Specification testing in Markov-switching time-series models476 cited
• 1974Seasonal Adjustment and Relations Between Variables414 cited
• 1988The Seasonal Cycle and the Business Cycle260 cited
• 2002Issues Involved With the Seasonal Adjustment of Economic Time Series249 cited
• 1993The effect of seasonal adjustment filters on tests for a unit root240 cited
• 1999Why do regime-switching models forecast so badly?216 cited
• 1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?90 cited
• 1994Changes in seasonal patterns72 cited
• n.d.Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series58 cited
• 1984Unobserved-Components Models for Seasonal Adjustment Filters53 cited
• 1996The effect of linear filters on dynamic time series with structural change33 cited
• 1999The cyclical sensitivity of seasonality in U.S. employment