Seasonal Adjustment and Relations Between Variables

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

Related Items (19)

Forecasting world trade: Direct versus ``bottom-up approaches ⋮ MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ A simple test for stable seasonality ⋮ A GENERAL METHOD FOR ESTIMATING THE VARIANCES OF X-11 SEASONALLY ADJUSTED ESTIMATORS ⋮ Does seasonal adjustment induce common cycles? ⋮ Data revisions with moving average seasonal adjustment procedures ⋮ Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression ⋮ Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method ⋮ An algorithm to estimate time-varying parameter SURE models under different types of restriction ⋮ Seasonally and approximation errors in rational expectations models ⋮ The effect of seasonal adjustment filters on tests for a unit root (with discussion) ⋮ A comparative study of finite sample properties of band spectrum regression estimators ⋮ The effects of working with seasonally adjusted data when testing for unit root. ⋮ The analysis of seasonal economic models ⋮ COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY ⋮ On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling ⋮ Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. ⋮ Identification of seasonality in time series: A note ⋮ Nonparametric estimation of time varying parameters under shape restrictions

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