Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy

DOI10.1080/07350015.2015.1123159zbMATH Open1546.62979MaRDI QIDQ6616636FDOQ6616636

Authors: Tucker S. McElroy 

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Time series: theory and methods.
• Time series analysis by state space methods
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Title not available (Why is that?)
• Signal extraction from nonstationary time series
• Testing for Common Trends
• TESTS OF COMMON STOCHASTIC TRENDS
• Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
• Spectral Analysis of Seasonal Adjustment Procedures
• Restoring accounting constraints in time series -- methods and software for a statistical agency
• Frequency domain analysis of seasonal adjustment filters applied to periodic labor force survey series
• Applying and interpreting model-based seasonal adjustment -- the euro-area industrial production series
• Signal extraction for non-stationary multivariate time series with illustrations for trend inflation
• A multivariate periodic unobserved components time series analysis for sectoral U.S. employment

This page was built for publication: Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6616636)