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Revisions of time varying seasonal filters
8 references·3 citing·34 second hop
Revisions of time varying seasonal filters (1982)Revisions of time varying seasonal filtersLocal Trend Estimation and Seasonal Adjustment of Economic and Social Time Series (1982)Local Trend Estimation and Se…Data revisions with moving average seasonal adjustment procedures (1980)Data revisions with moving av…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, Forecas…Linear Approximations to the Census and BLS Seasonal Adjustment Methods (1968)Linear Approximations to the …25 years of time series forecasting (2006)25 years of time series forec…Identification of seasonality in time series: A note (1993)Identification of seasonality…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 X-11 variant of the census method II seasonal adjustment program (1965)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)Time Series Analysis Forecasting and Control (1971)Business Cycles and Current Economic Analysis (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the use of cross-validation for time series predictor evaluation (2012)Forecasting at Scale (2017)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)On a family of finite moving‐average trend filters for the ends of series (2002)An application of the tramo-seats automatic procedure : direct versus indirect adjustment (2005)Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series (2013)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Political Parties and Macroeconomic Policy (1977)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Understanding spurious regressions in econometrics (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 Control.2,814 cited
  • 1974Seasonal Adjustment and Relations Between Variables414 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
  • 1980Data revisions with moving average seasonal adjustment procedures90 cited
  • 1968Linear Approximations to the Census and BLS Seasonal Adjustment Methods68 cited

Cited by

  • 200625 years of time series forecasting1,598 cited
  • 1987Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods27 cited
  • 1993Identification of seasonality in time series: A note24 cited

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