Seasonal adjustment methods and real time trend-cycle estimation. (2016)

• Record Type: Book
• Further Information: Note: Estela Bee Dagum, Silvia Bianconcini.
• Authors: Dagum, Estela Bee; Bianconcini, Silvia
• Contents: Introduction -- Time Series Components -- Part I: Seasonal Adjustment Methods -- Seasonal Adjustment: Meaning, Purpose and Methods -- Linear Filters Seasonal Adjustment Methods: Census Method II and its Variants -- Seasonal Adjustment Based on ARIMA Decomposition: TRAMO-SEATS -- Seasonal Adjustment Based on Structural Time Series Models -- Part II: Trend-Cycle Estimation -- Trend-Cycle Estimation -- Further Developments on the Henderson Trend-Cycle Filter -- A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS) -- Real Time Trend-Cycle Prediction -- The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction -- Glossary.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (xvi, 283 pages), illustrations (some color)
• Subjects: 338.5/4; Statistics; Seasonal variations (Economics); Estimation theory; BUSINESS & ECONOMICS -- Industries -- General; Estimation theory; Seasonal variations (Economics); Mathematics -- Probability & Statistics -- General; Social Science -- Statistics; Business & Economics -- Economics -- Macroeconomics; Business & Economics -- Econometrics; Probability & statistics; Social research & statistics; Macroeconomics; Econometrics; Mathematical statistics; Macroeconomics; Distribution (Probability theory); Econometrics; Business & Economics -- Statistics; Electronic books
• Languages: English
• ISBNs: 9783319318226; 3319318225; 3319318209; 9783319318202
• Related ISBNs: 9783319318202
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed July 5, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.