On some remarks about SEATS signal extraction
Year of publication: |
2016
|
---|---|
Authors: | Mélard, Guy |
Published in: |
SERIEs - Journal of the Spanish Economic Association. - Heidelberg : Springer, ISSN 1869-4195. - Vol. 7.2016, 1, p. 53-98
|
Publisher: |
Heidelberg : Springer |
Subject: | SEATS | Seasonal adjustment | Admissible decomposition | Canonical decomposition | Wiener-Kolmogorov filter |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/s13209-015-0137-y [DOI] 85878209X [GVK] hdl:10419/158551 [Handle] |
Classification: | C22 - Time-Series Models ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; C87 - Econometric Software |
Source: |
-
On some remarks about SEATS signal extraction
Mélard, Guy, (2016)
-
A Seasonal Unit Root Test with STATA
Depalo, Domenico, (2008)
-
Herrero, Agustín Maravall, (2011)
- More ...
-
On the accuracy of statistical procedures in Microsoft Excel 2010
Mélard, Guy, (2014)
-
On conditions in central limit theorems for martingale difference arrays
Alj, Abdelkamel, (2014)
-
The asymptotic and exact Fisher information matrices of a vector ARMA process
Klein, André, (2008)
- More ...