Bianconcini, Silvia
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
1. Introduction
Estela Bee Dagum, Silvia Bianconcini
2. Time Series Components
Estela Bee Dagum, Silvia Bianconcini
Part I. Seasonal Adjustment Methods
3. Seasonal Adjustment: Meaning, Purpose, and Methods
Estela Bee Dagum, Silvia Bianconcini
4. Linear Filters Seasonal Adjustment Methods: Census Method II and Its Variants
Estela Bee Dagum, Silvia Bianconcini
5. Seasonal Adjustment Based on ARIMA Model Decomposition: TRAMO-SEATS
Estela Bee Dagum, Silvia Bianconcini
6. Seasonal Adjustment Based on Structural Time Series Models
Estela Bee Dagum, Silvia Bianconcini
Part II. Trend-Cycle Estimation
7. Trend-Cycle Estimation
Estela Bee Dagum, Silvia Bianconcini
8. Further Developments on the Henderson Trend-Cycle Filter
Estela Bee Dagum, Silvia Bianconcini
9. A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS)
Estela Bee Dagum, Silvia Bianconcini
10. Real Time Trend-Cycle Prediction
Estela Bee Dagum, Silvia Bianconcini
11. The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction
Estela Bee Dagum, Silvia Bianconcini
Avainsanat: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Statistical Theory and Methods, Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law, Macroeconomics/Monetary Economics//Financial Economics, Probability Theory and Stochastic Processes, Econometrics
- Tekijä(t)
- Bianconcini, Silvia
- Dagum, Estela Bee
- Julkaisija
- Springer
- Julkaisuvuosi
- 2016
- Kieli
- en
- Painos
- 1
- Sarja
- Statistics for Social and Behavioral Sciences
- Sivumäärä
- 16 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319318226
- Painetun ISBN
- 978-3-319-31820-2