Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals
Year of publication: |
2003
|
---|---|
Authors: | Koopman, Siem Jan ; Franses, Philip Hans |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations |
-
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
-
Seasonal adjustment with measurement error present
Hausman, Jerry A., (1983)
-
Ein empirischer Vergleich neuerer Verfahren zur Saisonbereinigung und Komponentenzerlegung
Höpfner, Birgit, (1998)
- More ...
-
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan, (2002)
-
Quarterly US unemployment : cycles, seasons and asymmetries
Franses, Philip Hans, (1993)
-
Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans, (1993)
- More ...