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Browsing by Author « Granger, Clive W.J. »

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Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?
Ghysels, Eric; Granger, Clive W.J.; Siklos, Pierre L.
Issue Date : 1995-03

Seasonal Adjustment and Volatility Dynamics
Ghysels, Eric; Granger, Clive W.J.; Siklos, Pierre L.
Issue Date : 1997-11

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