Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy

DOI10.1080/07350015.2015.1123159MaRDI QIDQ6616636zbMATHFDO

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

• scientific article; zbMATH DE number 3742449 (Why is no real title available?)
• A multivariate periodic unobserved components time series analysis for sectoral U.S. employment
• Applying and interpreting model-based seasonal adjustment -- the euro-area industrial production series
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Frequency domain analysis of seasonal adjustment filters applied to periodic labor force survey series
• Restoring accounting constraints in time series -- methods and software for a statistical agency
• Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
• Signal extraction for non-stationary multivariate time series with illustrations for trend inflation
• Signal extraction from nonstationary time series
• Spectral Analysis of Seasonal Adjustment Procedures
• TESTS OF COMMON STOCHASTIC TRENDS
• Testing for Common Trends
• Time series analysis by state space methods
• Time series: theory and methods.

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