Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
From MaRDI portal
Publication:3850365
DOI10.2307/2283327zbMath0113.14302OpenAlexW4236376526MaRDI QIDQ3850365
Publication date: 1963
Full work available at URL: https://doi.org/10.2307/2283327
Related Items (32)
Multiplicative model the allocation of components of the time series ⋮ The Frisch-Waugh-Lovell theorem for standard errors ⋮ An algorithm to estimate the two-way fixed effects model ⋮ On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models ⋮ Instrumental variables regressions involving seasonal data ⋮ On the seasonality of vector autoregression residuals ⋮ Dynamic treatment regimes with interference ⋮ Linear estimation with regressor decomposition ⋮ A note on Cohen's \(d\) from a partitioned linear regression model ⋮ Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications ⋮ PRIOR ADJUSTMENT: AN EXTENSION OF THE FRISCH‐WAUGH THEOREM TO THE METHOD OF “TWO‐STAGE LEAST‐SQUARES” ⋮ Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression ⋮ The frisch-waugh theorem and generalized least squares ⋮ Some equalities for estimations of partial coefficients under a general linear regression model ⋮ Difference-in-differences with variation in treatment timing ⋮ On additive and block decompositions of WLSEs under a multiple partitioned regression model ⋮ Some notes on linear sufficiency ⋮ Doing Least Squares: Perspectives from Gauss and Yule ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ A simple estimator for the correlated random coefficient model ⋮ A comparison of indicators for evaluating x-11-arima seasonal adjustment ⋮ Penalized calibration in survey sampling: design-based estimation assisted by mixed models ⋮ A comparative study of finite sample properties of band spectrum regression estimators ⋮ On the Test of Significance of Linear Multiple Regression Coefficients ⋮ Single-equation estimators and aggregation restrictions when equations have the same sets of regressors ⋮ A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression ⋮ Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models ⋮ Bemerkungen zur Saisonbereinigung von ökonomischen Zeitreihen ⋮ A diagnostic criterion for approximate factor structure ⋮ On two correlated linear models with common and different parameters ⋮ Zum Problem der Saisonbereinigung ökonomischer Zeitreihen ⋮ A Note on Influence Assessment in Score Tests
This page was built for publication: Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis