Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates
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DOI: 10.2478/jos-2022-0020
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- Baoline Chen & Tucker McElroy & Osbert Pang, 2021. "Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates," BEA Working Papers 0186, Bureau of Economic Analysis.
References listed on IDEAS
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- Franses, Philip Hans, 1994. "A multivariate approach to modeling univariate seasonal time series," Journal of Econometrics, Elsevier, vol. 63(1), pages 133-151, July.
- Chris Blakely & Tucker McElroy, 2017. "Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 447-467, April.
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More about this item
Keywords
Seasonality diagnostics; residual seasonality;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
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