Comparing seasonal components for structural time series models
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- Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998.
"Statistical Algorithms for Models in State Space Using SsfPack 2.2,"
1998-141, Tilburg University, Center for Economic Research.
- Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
- Hylleberg, S. & Pagan, A. R., 1997.
"Seasonal integration and the evolving seasonals model,"
International Journal of Forecasting,
Elsevier, vol. 13(3), pages 329-340, September.
- Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
- Canova, Fabio & Hansen, Bruce E, 1995. "Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 237-52, July.
- Hannan, E J & Terrell, R D & Tuckwell, N E, 1970. "The Seasonal Adjustment of Economic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(1), pages 24-52, February.
- Froeb, Luke & Koyak, Robert, 1994. "Measuring and comparing smoothness in time series the production smoothing hypothesis," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 97-122.
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