Seasonal Analysis of Economic Time Series
Arnold Zellner, ed.
Published in 1979 by NBER
0498 pages
Table of Contents
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Front matter:
Arnold Zellner
(p. -14 - 0)
(bibliographic info)
(download)
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1.
An Overview of the Objectives and Framework of Seasonal Adjustment:
Shirley Kallek
(p. 1 - 32)
(bibliographic info)
(download)
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2.
Seasonality: Causation, Interpretation, and Implications:
Clive W. J. Granger
(p. 33 - 56)
(bibliographic info)
(download)
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3.
A Survey and Comparative Analysis of Various Methods of Seasonal Adjustment:
John Kuiper
(p. 57 - 96)
(bibliographic info)
(download)
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4.
Keynote Address: Seasonal Adjustment of Sensitive Indicators:
Julius Shiskin
(p. 97 - 106)
(bibliographic info)
(download)
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5.
The Analysis of Single and Related Time Series Into Components: Proposals for Improving X-11 :
Raphael Raymond V. BarOn
(p. 107 - 172)
(bibliographic info)
(download)
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6.
Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively :
J. Durbin, P. B. Kenny
(p. 173 - 200)
(bibliographic info)
(download)
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7.
SABL: A Resistant Seasonal Adjustment Procedure with Graphical Methods for Interpretation and Diagnosis:
William S. Cleveland, Douglas M. Dunn, Irma J. Terpenning
(p. 201 - 241)
(bibliographic info)
(download)
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8.
Seasonal Adjustment When Both Deterministic and Stochastic Seasonality are Present :
David A. Pierce
(p. 242 - 280)
(bibliographic info)
(download)
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9.
Estimating Structural Models of Seasonality:
Robert F. Engle
(p. 281 - 308)
(bibliographic info)
(download)
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10.
Analysis and Modeling of Seasonal Time Series:
George E. P. Box, Steven Hillmer, George C. Tiao
(p. 309 - 346)
(bibliographic info)
(download)
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11.
Seasonal Adjustment and Multiple Time Series Analysis:
Kenneth F. Wallis
(p. 347 - 364)
(bibliographic info)
(download)
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12.
A Time Series Analysis of Seasonality in Econometric Models:
Charles I. Plosser
(p. 365 - 410)
(bibliographic info)
(download)
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13.
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series:
John Geweke
(p. 411 - 432)
(bibliographic info)
(download)
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14.
Some Consequences of Temporal Aggregation in Seasonal Time Series Models:
William W. S. Wei
(p. 433 - 448)
(bibliographic info)
(download)
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15.
Retrospect and Prospect:
Arnold Zellner
(p. 449 - 479)
(bibliographic info)
(download)
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Index:
Arnold Zellner
(p. 480 - 484)
(bibliographic info)
(download)
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