The analysis of seasonal economic models

DOI10.1016/0304-4076(79)90002-2zbMath0411.62087OpenAlexW2078617435MaRDI QIDQ1259396

Charles I. Plosser

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90002-2

zbMATH Keywords

time seriesstructural approachseasonal economic models

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

A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data

Cites Work

• Unnamed Item
• Unnamed Item
• On univariate time series methods and simultaneous equation econometric models
• Estimation of a non-invertible moving average process: the case of overdifferencing
• Time series analysis and simultaneous equation econometric models
• Multiple Time Series Analysis and the Final Form of Econometric Models
• Short-term Forecasting and Seasonal Adjustment
• Implications of seeing economic variables through an aggregation window
• Seasonal Adjustment and Relations Between Variables
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Spectral Analysis of Seasonal Adjustment Procedures