Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Time Series: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 343-349, October.
- Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 291-320, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Buono, Dario & Alpay, Kocak, 2010. "Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP," MPRA Paper 40092, University Library of Munich, Germany.
- Barnett, William A. & de Peretti, Philippe, 2009.
"Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability,"
Macroeconomic Dynamics, Cambridge University Press, vol. 13(S2), pages 317-334, September.
- Barnett, William A. & de Peretti, Philippe, 2008. "Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability," MPRA Paper 12503, University Library of Munich, Germany.
- Philippe de Peretti & Barnett William, 2009. "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00646786, HAL.
- Philippe de Peretti & Barnett William, 2009. "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Post-Print halshs-00646786, HAL.
- William Barnett & Philippe de Peretti, 2009. "Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200904, University of Kansas, Department of Economics, revised Jan 2009.
- Wildi, Marc & McElroy, Tucker S., 2019. "The trilemma between accuracy, timeliness and smoothness in real-time signal extraction," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1072-1084.
- Tommaso Proietti, 2012.
"Seasonality, Forecast Extensions And Business Cycle Uncertainty,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 555-569, September.
- Proietti, Tommaso, 2010. "Seasonality, Forecast Extensions and Business Cycle Uncertainty," MPRA Paper 20868, University Library of Munich, Germany.
- Yorghos Tripodis & Jeremy Penzer, 2009. "Modelling time series with season-dependent autocorrelation structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 559-574.
- 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.
- Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Working Papers 0417, Banco de España.
- Diego Bodas & Juan Ramon Garcia & Juan Murillo & Matias Pacce & Tomasa Rodrigo & Juan de Dios Romero & Pep Ruiz & Camilo Ulloa & Heribert Valero, 2018.
"Measuring Retail Trade Using Card Transactional Data,"
Working Papers
18/03, BBVA Bank, Economic Research Department.
- Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019. "Measuring retail trade using card transactional data," Working Papers 1921, Banco de España;Working Papers Homepage.
- Barend Abeln & Jan P. A. M. Jacobs, 2023.
"CAMPLET: Seasonal Adjustment Without Revisions,"
SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 7-29,
Springer.
- Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand, 2019. "CAMPLET: Seasonal Adjustment Without Revisions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(1), pages 73-95, April.
- M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003.
"Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices,"
Tinbergen Institute Discussion Papers
03-071/4, Tinbergen Institute.
- Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004. "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings 158, Econometric Society.
- Edward E. Leamer, 2011. "Workday, Holiday and Calendar Adjustment with 21st Century Data: Monthly Aggregates from Daily Diesel Fuel Purchases," NBER Working Papers 16897, National Bureau of Economic Research, Inc.
- Ghysels, E., 1993.
"A Time Series Model with Periodic Stochastic Regime Switching,"
Cahiers de recherche
9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels, 1993. "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics 84, Federal Reserve Bank of Minneapolis.
- Kubota, Keiichi & Tokunaga, Toshifumi & Wada, Kenji, 2008. "Consumption behavior, asset returns, and risk aversion: Evidence from the Japanese household survey," Japan and the World Economy, Elsevier, vol. 20(1), pages 1-18, January.
- Schneider, Nicolas & Strielkowski, Wadim, 2023. "Modelling the unit root properties of electricity data—A general note on time-domain applications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 618(C).
- Thury, Gerhard & Witt, Stephen F., 1998. "Forecasting industrial production using structural time series models," Omega, Elsevier, vol. 26(6), pages 751-767, December.
- Abdur Chowdhury, 1995. "The demand for money in a small open economy: The case of Switzerland," Open Economies Review, Springer, vol. 6(2), pages 131-144, April.
- Maravall, Agustín, 1999. "Short-term and long-term trends, seasonal and the business cycle," DES - Working Papers. Statistics and Econometrics. WS 6291, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Susi Gorbey & Doug James & Jacques Poot, 1999. "Population Forecasting with Endogenous Migration: An Application to Trans-Tasman Migration," International Regional Science Review, , vol. 22(1), pages 69-101, April.
- Maravall, Agustin, 2006.
"An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment,"
Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2167-2190, May.
- Agustín Maravall, 2005. "An application of the Tramo Seats automatic procedure; direct versus indirect adjustment," Working Papers 0524, Banco de España.
- Rudrani Bhattacharya, 2008.
"Early Warnings of Inflation in India,"
Working Papers
id:1682, eSocialSciences.
- Bhattacharya, Rudrani & Patnaik, Ila & Shah, Ajay, 2008. "Early warnings of inflation in India," Working Papers 08/54, National Institute of Public Finance and Policy.
- Silhan, Peter A., 2014. "Income smoothing from a Census X-12 perspective," Advances in accounting, Elsevier, vol. 30(1), pages 106-115.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:18:y:2002:i:3:p:467-468. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijforecast .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.