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Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...
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This paper discusses identification, specification, estimation and forecasting for a general class of periodic unobserved components time series models with stochastic trend, seasonal and cycle components. Convenient state space formulations are introduced for exact maximum likelihood...
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