Hylleberg S., Shell K. Seasonality in Regression

Boston: Academic Press, 1986. — 275 p.DedicationIntroduction and Historical Perspective
The Definition of Seasonality
Evaluation Criteria for Seasonal Adjustment Procedures
The Errors-in-Variables Model
The Errors-in-Variables Model: Application of Officially Adjusted Series
The Time-Varying Parameter Model
The Integrated Econometric Time-Series Procedure
Conclusions
Other Officially Applied Seasonal Adjustment Methods: A Survey
The Autocovariance Generating Functions of ARMA Models
A Tool Kit for the Formulation of Univariate and Multivariate Time-Series Models
A Collection of Time Series Used in the Applications