Errors in Variables and Seasonal Adjustment Procedures

DOI10.2307/2288466zbMath0585.62193OpenAlexW4243679764MaRDI QIDQ3709759

Mark W. Watson, Jerry A. Hausman

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2288466

zbMATH Keywords

serial correlationmeasurement errorcurrentsignal extractionunemployment rateseasonal adjustment procedurepopulation surveyunobserved-components model

Mathematics Subject Classification ID

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

Related Items (3)

Weighted l₁‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors ⋮ Recursive solution methods for dynamic linear rational expectations models ⋮ On the dynamic structure of a seasonal component

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