Time Series Modelling of Daily Tax Revenues

DOI10.1111/1467-9574.00239zbMATH Open1090.62568OpenAlexW2150661815MaRDI QIDQ4469586FDOQ4469586

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

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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)

Cites Work

• Time series analysis by state space methods
• Statistical algorithms for models in state space using SsfPack 2.2
• Numerical methods of statistics
• Title not available (Why is that?)

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

Uses Software

• Ox
• STAMP

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