Trends cycles and seasons: Econometric methods of signal extraction
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Publication:5034248
DOI10.1080/07474938.2015.1033218zbMath1490.62265OpenAlexW2312320123MaRDI QIDQ5034248
Publication date: 24 February 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp14-04.pdf
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
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- STAMP
- Signal extraction from nonstationary time series
- An iterated parametric approach to nonstationary signal extraction
- MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
- An ARIMA-Model-Based Approach to Seasonal Adjustment
- WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
- Seasonal adjustment with the X-11 method
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