Time Series Modelling of Daily Tax Revenues

DOI10.1111/1467-9574.00239zbMath1090.62568OpenAlexW2150661815MaRDI QIDQ4469586

Siem Jan Koopman, Marius Ooms

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://papers.tinbergen.nl/01032.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (4)

Functional approach to analysis of daily tax revenues ⋮ Discovery of time-series motif from multi-dimensional data based on MDL principle ⋮ Seasonal adjustment of daily time series ⋮ Forecasting daily time series using periodic unobserved components time series models

Uses Software

• Ox
• STAMP

Cites Work

• Statistical algorithms for models in state space using SsfPack 2.2
• Numerical Methods of Statistics
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