Seasonal adjustment and measuring persistence in output
研究不同季节性调整方法对产出持久性测量结果的影响，基于美国实际GNP数据发现，使用官方Census X-11调整的序列持久性显著高于其他方法，并提供了蒙特卡洛模拟证据。
Abstract We examine the robustness of persistence measurement to different seasonal adjustment procedures. The empirical analysis is based on US data for real gross national product (GNP). Officially published data on US GNP are seasonally adjusted by Census X‐11. We find that this series gives significantly higher measures of persistence than GNP data adjusted by alternative seasonal adjustment methods. Some Monte Carlo evidence in support of this conclusion is also presented.