A random coefficient approach to seasonal adjustment of economic time series

DOI10.1016/0304-4076(81)90114-7zbMath0477.90020OpenAlexW2071664301MaRDI QIDQ1160557

P. A. V. B. Swamy, Arthur Havenner

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90114-7

zbMATH Keywords

identificationestimationrandom coefficient modelseasonal adjustment procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (5)

Circumstances in which different criteria of estimation can be applied to estimate policy effects ⋮ A comparison of estimators for undersized samples ⋮ A note on the unbiasedness of Swamy's estimator for the random coefficient regression model ⋮ Unnamed Item ⋮ Saisonbereinigungsverfahren. Ein Überblick

Cites Work

• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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