Calculating the Variance of Seasonally Adjusted Series
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- Maravall, Agustin & Planas, Christophe, 1999.
"Estimation error and the specification of unobserved component models,"
Journal of Econometrics,
Elsevier, vol. 92(2), pages 325-353, October.
- Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Working Papers 9608, Banco de España;Working Papers Homepage.
- Koopman, Siem Jan & Franses, Philip Hans, 2002.
" Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 64(5), pages 509-526, December.
- Koopman, S.J. & Franses, Ph.H.B.F., 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers EI 2001-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- William P. Cleveland, 2002. "Estimated variance of seasonally adjusted series," Finance and Economics Discussion Series 2002-15, Board of Governors of the Federal Reserve System (U.S.).
- Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.
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