Time Series Modelling of Daily Tax Revenues

DOI10.1111/1467-9574.00239MaRDI QIDQ4469586zbMATH OpenOpenAlexFDO

Authors Siem Jan Koopman, Marius Ooms

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://papers.tinbergen.nl/01032.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 3548305 (Why is no real title available?)
• Numerical methods of statistics
• Statistical algorithms for models in state space using SsfPack 2.2
• Time series analysis by state space methods

Cited in

(8)

• Study on monthly central tax revenues forecasting models based on time series methods
• Discovery of time-series motif from multi-dimensional data based on MDL principle
• Modelling corporate bank accounts
• Forecasting daily time series using periodic unobserved components time series models
• Seasonal adjustment of daily time series
• The sample spectrum of time series with trading day variation
• Functional approach to analysis of daily tax revenues
• Econometrical modelling of profit tax revenue

Describes a project that uses

Uses Software

• STAMP
• Ox

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