Pages that link to "Item:Q3942261"

The following pages link to An ARIMA-Model-Based Approach to Seasonal Adjustment (Q3942261):

Displaying 36 items.

• The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
• From general state-space to VARMAX models (Q419456) (← links)
• Stochastic linear trends. Models and estimators (Q685909) (← links)
• On the dynamic structure of a seasonal component (Q921806) (← links)
• Recursive estimation in econometrics (Q956735) (← links)
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment (Q959305) (← links)
• An iterated parametric approach to nonstationary signal extraction (Q959309) (← links)
• Decomposition of time series models in state-space form (Q959310) (← links)
• Econometric methods of signal extraction (Q959313) (← links)
• Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
• Linear dynamic harmonic regression (Q1020902) (← links)
• A note on minimum mean squared error estimation of signals with unit roots (Q1112522) (← links)
• Optimal signal extraction with correlated components (Q1695657) (← links)
• Optimal real-time filters for linear prediction problems (Q1695675) (← links)
• Estimation error and the specification of unobserved component models (Q1806697) (← links)
• Non-Gaussian seasonal adjustment (Q1822876) (← links)
• Trend estimation and de-trending via rational square-wave filters (Q1841191) (← links)
• Removing seasonality under a changing regime: filtering new car sales (Q2361172) (← links)
• A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815) (← links)
• An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series (Q3297929) (← links)
• Automatic time series modeling,intervention analysis, and effective forecasting (Q3350592) (← links)
• Smoothing time-series data by nonmetric polytone curves (Q3471563) (← links)
• A comparison of indicators for evaluating x-11-arima seasonal adjustment (Q3598356) (← links)
• MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION (Q3632407) (← links)
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (Q3747570) (← links)
• IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS (Q4203661) (← links)
• State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) (Q4862281) (← links)
• LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (Q4864576) (← links)
• Recursive and en-bloc approaches to signal extraction (Q4935568) (← links)
• Trends cycles and seasons: Econometric methods of signal extraction (Q5034248) (← links)
• A Review of Some Modern Approaches to the Problem of Trend Extraction (Q5080160) (← links)
• Time series modeling and decomposition (Q5148504) (← links)
• Statistical Properties of Model-Based Signal Extraction Diagnostic Tests (Q5457984) (← links)
• Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442) (← links)
• The effects of working with seasonally adjusted data when testing for unit root. (Q5958457) (← links)
• A conversation with David Findley (Q5965311) (← links)