The Prediction of Time Series with Trends and Seasonalities
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 1 (1983)
Issue (Month): 3 (July)
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- Saligari, G.R. & Snyder, R.D., 1996.
"Trends, Lead Times and Forecasting,"
Monash Econometrics and Business Statistics Working Papers
1/96, Monash University, Department of Econometrics and Business Statistics.
- repec:dgr:uvatin:0000028 is not listed on IDEAS
- Jukka Nyblom & Andrew Harvey, 2001. "Testing against smooth stochastic trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 415-429.
- R. Bhansali, 1996. "Asymptotically efficient autoregressive model selection for multistep prediction," Annals of the Institute of Statistical Mathematics, Springer, vol. 48(3), pages 577-602, September.
- Siem Jan Koopman & Kai Ming Lee, 0000. "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers 08-028/4, Tinbergen Institute.
- Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary, University of London, School of Economics and Finance.
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- Regina Kaiser & Agustín Maravall, 2004.
"Combining filter design with model based filtering (with an application to business cycle estimation),"
Banco de Espaï¿½a Working Papers
0417, Banco de Espa�a.
- Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
- Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.
- Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
- Ohkusa, Yasushi, 1995. "Testing for the matching hypothesis in Japanese manufacturing," Japan and the World Economy, Elsevier, vol. 7(2), pages 175-198, July.
- Atkinson, A. C. & Koopman, S. J. & Shephard, N., 1997. "Detecting shocks: Outliers and breaks in time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 387-422, October.
- Vos, A.F. & Steyn, I.J., 1990. "Stochastic nonlinearity : a firm basis for the flexible functional form," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- T. Higuchi, 1991. "Frequency domain characteristics of linear operator to decompose a time series into the multi-components," Annals of the Institute of Statistical Mathematics, Springer, vol. 43(3), pages 469-492, September.
- Peter Young, 1999. "Recursive and en-bloc approaches to signal extraction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 103-128.
- Siem Jan Koopman & Kai Ming Lee, 0000.
"Seasonality with Trend and Cycle Interactions in Unobserved Components Models,"
Tinbergen Institute Discussion Papers
08-028/4, Tinbergen Institute.
- Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448.
- Kato, Hiroko & Naniwa, Sadao & Ishiguro, Makio, 1996. "A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables," Journal of Econometrics, Elsevier, vol. 75(1), pages 147-161, November.
- McElroy, Tucker & Wildi, Marc, 2013. "Multi-step-ahead estimation of time series models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 378-394.
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