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Optimal real-time filters for linear prediction problems

Wildi, Marc; McElroy, Tucker - In: Journal of time series econometrics 8 (2016) 2, pp. 155-192

Persistent link: https://www.econbiz.de/10011582769

Patterns of seasonality and tourism demand forecasting

Vergori, Anna Serena - In: Tourism economics : the business and finance of tourism … 23 (2017) 5, pp. 1011-1027

Persistent link: https://www.econbiz.de/10011702829

Yearly, monthly and weekly seasonality of tourism demand : a decomposition analysis

Rosselló, Jaume; Sansó, Andreu - In: Tourism management : research, policies, practice 60 (2017), pp. 379-389

Persistent link: https://www.econbiz.de/10011684528

Triple filter core inflation : a measure of the inflation trajectory

Ferreira, Pedro Costa; Mattos, Daiane Marcolino de; … - In: Revista brasileira de economia : RBE ; publicação de … 71 (2017) 4, pp. 397-411

Persistent link: https://www.econbiz.de/10012020188

Measuring species concentration, diversification and dependency in a macro-fishery

Valle, Ikerne del; Astorkiza, Kepa; Díaz-Emparanza, Ignacio - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1689-1713

Persistent link: https://www.econbiz.de/10011947381

Powerful nonparametric seasonal unit root tests

Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; … - In: Economics letters 167 (2018), pp. 75-80

Persistent link: https://www.econbiz.de/10012015793

Trends cycles and seasons : econometric methods of signal extraction

Pollock, David Stephen G. - In: Econometric reviews 37 (2018) 1/5, pp. 228-246

Persistent link: https://www.econbiz.de/10012038592

Prediction‐based adaptive compositional model for seasonal time series analysis

Chang, Kun; Chen, Rong; Fomby, Thomas B. - In: Journal of forecasting 36 (2017) 7, pp. 842-853

Persistent link: https://www.econbiz.de/10011860758

Periodic unobserved cycles in seasonal time series with an application to US unemployment

Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006

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...

Persistent link: https://www.econbiz.de/10011350384

Multivariate seasonal adjustment, economic identities, and seasonal taxonomy

McElroy, Tucker - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 611-625

Persistent link: https://www.econbiz.de/10011893858