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Non-Gaussian seasonal adjustment : X-12-ARIMA versus robust structural models
Bruce, Andrew G. - In: Journal of forecasting 15 (1996) 4, pp. 305-328
Persistent link: https://www.econbiz.de/10001205181
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A generalized method of impulse identification
Wen, Yi - In: Economics letters 73 (2001) 3, pp. 367-374
Persistent link: https://www.econbiz.de/10001635102
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Deterministic seasonal models and spurious regressions
Abeysinghe, Tilak - In: Journal of econometrics 61 (1994) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001155770
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Seasonal time series and fransfer function modeling
Abraham, Bovas - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 4, pp. 356-361
Persistent link: https://www.econbiz.de/10001800727
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Comparative study of the X-11 and BAYSEA procedures of seasonal adjustment
Akaike, Hirotugu - In: Applied time series analysis of economic data, (pp. 17-53). 1983
Persistent link: https://www.econbiz.de/10001818825
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Analysis of economic growth : structural breaks, superrandomness, and nonlinear forecasting
Reschenhofer, Erhard - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 4, pp. 383-404
Persistent link: https://www.econbiz.de/10001819800
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Unit-root versus deterministic representations of seasonality for forecasting
Osborn, Denise R. - In: A companion to economic forecasting, (pp. 409-431). 2002
Persistent link: https://www.econbiz.de/10001894007
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Forecasting seasonals and trends by exponentially weighted moving averages
Holt, Charles C. - In: International journal of forecasting 20 (2004) 1, pp. 5-10
Persistent link: https://www.econbiz.de/10001918156
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Single season heteroscedasticity in time series
Tripodis, Yorghos (contributor); Penzer, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
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Operational time and seasonality in distributed lag estimation
Clark, Peter K. - 1974
Persistent link: https://www.econbiz.de/10002001361