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The Effects of Asymmetric Filters on Seasonal Factor Revisions
8 references·2 citing·31 second hop
The Effects of Asymmetric Filters on Seasonal Factor Revisions (1982)The Effects of Asymmetric Filters on Seas…Local Trend Estimation and Seasonal Adjustment of Economic and Social Time Series (1982)Local Trend Estimation and Se…Analysis of Economic Time Series (1979)Analysis of Economic Time Ser…Seasonal Analysis of Economic Time Series (1978)Seasonal Analysis of Economic…Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…Seasonal Adjustment and Relations Between Variables (1974)Seasonal Adjustment and Relat…Time Series Analysis Forecasting and Control (1971)Time Series Analysis Forecast…Linear Approximations to the Census and BLS Seasonal Adjustment Methods (1968)Linear Approximations to the …The X-11 variant of the census method II seasonal adjustment program (1965)The X-11 variant of the censu…The effect of seasonal adjustment filters on tests for a unit root (1993)The effect of seasonal adjust…Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods (1987)Revisions of Trend-Cycle Esti…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)The Holt-Winters Forecasting Procedure (1978)Issues Involved With the Seasonal Adjustment of Economic Time Series (1984)A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (1987)Dynamic Econometrics (1995)The Typical Spectral Shape of an Economic Variable (1966)Ten economic studies in the tradition of Irving Fisher (1967)Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Forecasting Output and Inflation: The Role of Asset Prices (2003)Measuring Business Cycles (1947)Moving Seasonal Adjustment of Economic Time Series (1965)Short-term Forecasting and Seasonal Adjustment (1979)Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? (1996)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Numerical distribution functions for unit root and cointegration tests (1996)Neural network forecasting for seasonal and trend time series (2003)Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)Forecasting: theory and practice (2022)Political Parties and Macroeconomic Policy (1977)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Seasonal integration and cointegration (1990)Business Cycles and Current Economic Analysis (2021)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Forecasting and conditional projection using realistic prior distributions (1984)Trends and Cycles in Macroeconomic Time Series (1985)Low frequency filtering and real business cycles (1993)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)
this work references cited by second hop

References

  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1971Time Series Analysis Forecasting and Control1,814 cited
  • 1974Seasonal Adjustment and Relations Between Variables414 cited
  • 1965The X-11 variant of the census method II seasonal adjustment program321 cited
  • 1978Seasonal Analysis of Economic Time Series288 cited
  • 1979Analysis of Economic Time Series161 cited
  • 1982Local Trend Estimation and Seasonal Adjustment of Economic and Social Time Series152 cited
  • 1968Linear Approximations to the Census and BLS Seasonal Adjustment Methods68 cited

Cited by

  • 1993The effect of seasonal adjustment filters on tests for a unit root240 cited
  • 1987Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods27 cited

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