Simultaneous and two‐step reconciliation of systems of time series: methodological and practical issues
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Citations
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Cited by:
- Baoline Chen & Tommaso Di Fonzo & Thomas Howells & Marco Marini, 2018. "The statistical reconciliation of time series of accounts between two benchmark revisions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 533-552, November.
- Suad Elezović & Yingfu Xie, 2018. "Reconciliation of seasonally adjusted data with applications to the Swedish quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 590-602, November.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024.
"Forecast reconciliation: A review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
- Danny Pfeffermann & Anna Sikov & Richard Tiller, 2014. "Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 631-666, December.
- Tucker McElroy, 2018. "Seasonal adjustment subject to accounting constraints," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 574-589, November.
- Umed Temursho, 2018.
"Entropy‐based benchmarking methods,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 421-446, November.
- Temurshoev, Umed, 2012. "Entropy-based benchmarking methods," GGDC Research Memorandum GD-122, Groningen Growth and Development Centre, University of Groningen.
- Bikker Reinier & van den Brakel Jan & Krieg Sabine & Ouwehand Pim & van der Stegen Ronald, 2019. "Consistent Multivariate Seasonal Adjustment for Gross Domestic Product and its Breakdown in Expenditures," Journal of Official Statistics, Sciendo, vol. 35(1), pages 9-30, March.
- Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016.
"Fast computation of reconciled forecasts for hierarchical and grouped time series,"
Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 16-32.
- Rob J Hyndman & Alan Lee & Earo Wang, 2014. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers 17/14, Monash University, Department of Econometrics and Business Statistics.
- Baoline Chen & Tommaso Di Fonzo & Thomas Howells & Marco Marini, 2014. "The Statistical Reconciliation of Time Series of Accounts after a Benchmark Revision," BEA Working Papers 0117, Bureau of Economic Analysis.
- Marta Crispino & Vincenzo Mariani, 2023. "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers) 746, Bank of Italy, Economic Research and International Relations Area.
- Tommaso Fonzo & Marco Marini, 2015. "Reconciliation of systems of time series according to a growth rates preservation principle," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 651-669, November.
- Enrique M. Quilis, 2018. "Temporal disaggregation of economic time series: The view from the trenches," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 447-470, November.
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