A systems approach to recursive economic forecasting and seasonal adjustment
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- 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.
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- Ramaprasad Bhar, 2010. "Stochastic Filtering with Applications in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, August.
- Young, Peter & Pedregal, Diego, 1997. "Comments on "An analysis of the international tourism demand in Spain" by P. Gonzalez and P. Moral," International Journal of Forecasting, Elsevier, vol. 13(4), pages 551-556, December.
- Young, Peter C. & Pedregal, Diego J., 1999. "Macro-economic relativity: government spending, private investment and unemployment in the USA 1948-1998," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 359-380, December.
- Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
- Peter Young, 1999. "Recursive and en-bloc approaches to signal extraction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 103-128.
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Keywords
Forecasting; Seasonal variations (Economics); time series analysis;All these keywords.
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