Restricted estimation of an adjusted time series: application to Mexico's industrial production index

DOI10.1080/02664760500054186MaRDI QIDQ3591978zbMATH OpenOpenAlexFDO

Authors Victor M. Guerrero

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500054186

zbMATH Keywords

minimum mean square errorintervention analysisdeterministic effectsprecision share

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Diagnosing Shocks in Time Series
• Diagnostics for Time Series Analysis
• Intervention Analysis with Applications to Economic and Environmental Problems
• Modeling Time Series With Calendar Variation
• Note—Analysis of Time Series with Calendar Effects

Cited in

(1)

• Time series properties of the German production index

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