Multivariate seasonal adjustment, economic identities, and seasonal taxonomy
Year of publication: |
October 2017
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Authors: | McElroy, Tucker |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 4, p. 611-625
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Subject: | Co-integration | Dynamic factor models | Seasonality | Time series | Trends | VAR | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component |
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