A multivariate periodic unobserved components time series analysis for sectoral U.S. employment

zbMATH Open1246.91108MaRDI QIDQ2906604FDOQ2906604

Authors: Siem Jan Koopman, Marius Ooms, Irma Hindrayanto 

Publication date: 5 September 2012

Mathematics Subject Classification ID

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

Cited In (1)

• Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy

This page was built for publication: A multivariate periodic unobserved components time series analysis for sectoral U.S. employment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2906604)