Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition

DOI10.1080/07350015.2018.1515081zbMATH Open1547.62832MaRDI QIDQ6626324

Tucker S. McElroy, Wei Lin, Jianhua Z. Huang

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Seasonal integration and cointegration
• Seasonal adjustment methods and real time trend-cycle estimation
• Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
• Seasonally and approximation errors in rational expectations models
• Seasonal cointegration. The Japanese consumption function (with discussion)
• Functional principal components analysis via penalized rank one approximation
• The implications of periodically varying coefficients for seasonal time- series processes
• The Analysis of Two-Way Functional Data Using Two-Way Regularized Singular Value Decompositions
• Seasonal Specific Structural Time Series
• Flexible Seasonal Time Series Models
• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis

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