Seasonal Analysis of Economic Time Series

Arnold Zellner

in NBER Books from National Bureau of Economic Research, Inc

Date: 1978
Note: PR EFG
References: Add references at CitEc
Citations: View citations in EconPapers (56)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

An Overview of the Objectives and Framework of Seasonal Adjustment , pp 3-32

Shirley Kallek

Seasonality: Causation, Interpretation, and Implications , pp 33-56

Clive Granger

A Survey and Comparative Analysis of Various Methods of Seasonal Adjustment , pp 59-94

John Kuiper

Seasonal Adjustment of Sensitive Indicators , pp 97-104

Julius Shiskin

The Analysis of Single and Related Time Series into Components: Proposals for Improving X-II , pp 107-172

Raphael Raymond V. BarOn

Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively , pp 173-198

James Durbin and P. B. Kenny

SABL: A Resistant Seasonal Adjustment Procedure With Graphical Methods for Interpretation and Diagnosis , pp 201-241

William S. Cleveland, Douglas M. Dunn and Irma J. Terpenning

Seasonal Adjustment When Both Deterministic and Stochastic Seasonality Are Present , pp 242-280

David A. Pierce

Estimating Structural Models of Seasonality , pp 281-308

Robert Engle

Analysis and Modeling of Seasonal Time Series , pp 309-344

George Box, Steven C. Hillmer and George C. Tiao

Seasonal Adjustment and Multiple Time Series Analysis , pp 347-364

Kenneth Wallis

A Time Series Analysis of Seasonality in Econometric Models , pp 365-408

Charles Plosser

The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series , pp 411-432

John Geweke

Some Consequences of Temporal Aggregation in Seasonal Time Series Models , pp 433-448

William W. S. Wei

Retrospect and Prospect , pp 451-458

Arnold Zellner, John W. Tukey, Raphael Raymond V. BarOn and Herbert M. Kaufman

Contributed Comments to "Seasonal Analysis of Economic Time Series" , pp 461-479

John P. Burman, Dennis Farley, Stephen Zeller, Martin M.G. Fase, Agustin Maravall, Christopher A. Sims and Kenneth Wallis

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:nbr:nberbk:zell78-1

Ordering information: This item can be ordered from
https://www.nber.org ... economic-time-series

Access Statistics for this book

More books in NBER Books from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().