Alternative Methods of Seasonal Adjustment
暂无分享,去创建一个
[1] C. Granger. The typical spectral shape of an economic variable , 1966 .
[2] David F. Findley. Some Recent Developments and Directions in Seasonal Adjustment , 2005 .
[3] E. Prescott,et al. Postwar U.S. Business Cycles: An Empirical Investigation , 1997 .
[4] C. Chatfield,et al. Fourier Analysis of Time Series: An Introduction , 1977, IEEE Transactions on Systems, Man, and Cybernetics.
[5] David F. Findley,et al. Frequency Domain Analyses of SEATS and X-11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series , 2006 .
[6] H. T. Davis,et al. Periodic Splines and Spectral Estimation , 1974 .
[7] Timothy Cogley,et al. Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research , 1995 .
[8] Siem Jan Koopman,et al. Structural Time Series Analyser, Modeller and Predictor: STAMP 8.2. , 2009 .
[9] B. Quenneville,et al. Seasonal adjustment with the X-11 method , 2001 .
[10] Julius Shiskin,et al. The X-11 variant of the census method II seasonal adjustment program , 1965 .
[11] C. Leser. A Simple Method of Trend Construction , 1961 .
[12] A. Harvey,et al. Detrending, stylized facts and the business cycle , 1993 .
[13] Steven C. Hillmer,et al. An ARIMA-Model-Based Approach to Seasonal Adjustment , 1982 .
[14] Siem Jan Koopman,et al. Stamp 5.0 : structural time series analyser, modeller and predictor , 1996 .
[15] Jens Timmer,et al. Handbook of Time Series Analysis , 2006 .
[16] D.S.G. Pollock,et al. WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION , 2006, Econometric Theory.
[17] D. S. G. Pollock,et al. A handbook of time-series analysis, signal processing and dynamics , 1999 .
[18] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1971 .
[19] David F. Findley,et al. New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program , 1998 .
[20] Chris Chatfield,et al. The Analysis of Time Series: An Introduction , 1981 .