A systems approach to recursive economic forecasting and seasonal adjustment

DOI10.1016/0898-1221(89)90102-8zbMath0681.90030MaRDI QIDQ1823836

Yanyan Li

Publication date: 1989

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: http://minneapolisfed.org/research/DP/DP8.pdf

zbMATH Keywords

identification; estimation; maximum likelihood estimation; forecasting; adaptive modelling; recursive approach; nonstationary economic time-series; recursive state- space smoothing; sequential spectral decomposition

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

91B84: Economic time series analysis

93E10: Estimation and detection in stochastic control theory

91B62: Economic growth models

93E12: Identification in stochastic control theory

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