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Issues involved with the seasonal adjustment of economic time series

Bell, William R.; Hillmer, Steven C. - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 4, pp. 291-320

Persistent link: https://www.econbiz.de/10003488483

Modeling considerations in the seasonal adjustment of economic time series

Hillmer, Steven C.; Bell, William R.; Tiao, George R. - In: Applied time series analysis of economic data, (pp. 74-124). 1983

Persistent link: https://www.econbiz.de/10002832809

Issues involved with the seasonal adjustment of economic time series

Bell, William R.; Hillmer, Steven C. - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 4, pp. 321-349

Persistent link: https://www.econbiz.de/10001894292

Using Information from Demographic Analysis in Post-Enumeration Survey Estimation

Bell, William R. - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 1106-1118

Persistent link: https://www.econbiz.de/10006638792

The effect of sampling error on the time series behavior of consumption data

Bell, William R.; Wilcox, David W. - In: Journal of econometrics 55 (1993) 1-2, pp. 235-266

Persistent link: https://www.econbiz.de/10006805329

Issues Involved With the Seasonal Adjustment of Economic Time Series

Bell, William R.; Hillmer, Steven C. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 98-127

Persistent link: https://www.econbiz.de/10008216533

Reply - New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

Findley, David F.; Monsell, Brian C.; Bell, William R.; … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 169-177

Persistent link: https://www.econbiz.de/10008219295

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

Findley, David F.; Monsell, Brian C.; Bell, William R.; … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 127-152

Persistent link: https://www.econbiz.de/10008219302

Comment - Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?

Bell, William R. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 387

Persistent link: https://www.econbiz.de/10008220251

Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models

Bell, William R.; Martin, Donald E. K. - In: Journal of Time Series Analysis 25 (2004) 4, pp. 603-623

Standard signal extraction results for both stationary and nonstationary time series are expressed as linear filters applied to the observed series. Computation of the filter weights, and of the corresponding frequency response function, is relevant for studying properties of the filter and of...

Persistent link: https://www.econbiz.de/10005177463