Guerrero, Victor M; Pena, Daniel; Poncela, Pilar - In: Journal of Business & Economic Statistics 16 (1998) 4, pp. 489-97
The authors consider the problem of estimating the effects of an intervention on a time-series vector subjected to a linear constraint. Minimum variance linear and unbiased estimators are provided for two different formulations of the problem--(1) when a multivariate intervention analysis is...