Seasonal Adjustment by Signal Extraction
From MaRDI portal
Cited in
(26)- Improved frequency selective filters
- Stochastic linear trends. Models and estimators
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
- Estimation error and the specification of unobserved component models
- On the dynamic structure of a seasonal component
- A note on minimum mean squared error estimation of signals with unit roots
- The choice of time interval in seasonal adjustment: a heuristic approach
- Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
- A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series
- Assessing direct and indirect seasonal decomposition in state space
- MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
- An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series
- Linear dynamic harmonic regression
- Most mean powerful invariant test for testing two-dimensional parameter spaces
- Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
- Computing observation weights for signal extraction and filtering
- On models and methods for Bayesian time series analysis
- Recursive and en-bloc approaches to signal extraction
- Uniform convergence of sample second moments of families of time series arrays.
- Recursive estimation in econometrics
- Time series modeling and decomposition
- IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS
- Trend estimation and de-trending via rational square-wave filters
- A review of some modern approaches to the problem of trend extraction
- A comparison of indicators for evaluating x-11-arima seasonal adjustment
- The effects of working with seasonally adjusted data when testing for unit root.
This page was built for publication: Seasonal Adjustment by Signal Extraction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q155026)