Sources of error in economic time series

DOI10.1016/0304-4076(81)90004-XzbMath0481.90018OpenAlexW2046220037MaRDI QIDQ1162433

David A. Pierce

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90004-x

zbMATH Keywords

samplingseasonal adjustmenteconomic time seriesuncertainty measurementnoise measurementsources of errortransitory variation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (2)

A real-time data set for macroeconomists ⋮ FIML estimation of dynamic econometric systems from inconsistent data

Cites Work

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• Signal extraction error in nonstationary time series
• Data revisions with moving average seasonal adjustment procedures
• Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• The Application of Time Series Methods to the Analysis of Repeated Surveys
• Some consideration of decomposition of a time series

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