LEADER 04724oam 2200685I 450 001 9910461604403321 005 20200520144314.0 010 $a0-429-06324-5 010 $a1-4398-4658-8 024 7 $a10.1201/b11823 035 $a(CKB)2670000000174865 035 $a(EBL)888574 035 $a(OCoLC)784953391 035 $a(SSID)ssj0000634518 035 $a(PQKBManifestationID)11383336 035 $a(PQKBTitleCode)TC0000634518 035 $a(PQKBWorkID)10640550 035 $a(PQKB)11333966 035 $a(MiAaPQ)EBC888574 035 $a(Au-PeEL)EBL888574 035 $a(CaPaEBR)ebr10547213 035 $a(CaONFJC)MIL539801 035 $a(EXLCZ)992670000000174865 100 $a20180331d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aEconomic time series $emodeling and seasonality /$fedited by William R. Bell, Scott H. Holan, Tucker S. McElroy 210 1$aBoca Raton, Fla. :$cCRC Press,$d2012. 215 $a1 online resource (544 p.) 300 $aA Chapman & Hall book. 311 $a1-4398-4657-X 320 $aIncludes bibliographical references. 327 $aFront Cover; Contents; Preface; Editors; Contributors; Part I: Periodic Modeling of Economic Time Series; 1. A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment; 2. Seasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and Testing; 3. Choosing Seasonal Autocovariance Structures: PARMA or SARMA?; Part II: Estimating Time Series Components with Misspecified Models; 4. Specification and Misspecification of Unobserved Components Models; 5. Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data 327 $a6. Frequency Domain Analysis of Seasonal Adjustment Filters Applied to Periodic Labor Force Survey SeriesPart III: Quantifying Error in X-11 Seasonal Adjustments; 7. Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments; 8. Estimating Variance in X-11 Seasonal Adjustment; Part IV: Practical Problems in Seasonal Adjustment; 9. Asymmetric Filters for Trend-Cycle Estimation; 10. Restoring Accounting Constraints in Time Series-Methods and Software for a Statistical Agency; 11. Theoretical and Real Trading-Day Frequencies 327 $a12. Applying and Interpreting Model-Based Seasonal Adjustment-The Euro-Area Industrial Production SeriesPart V: Outlier Detection and Modeling Time Series with Extreme Values; 13. Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion; 14. Outliers in GARCH Processes; 15. Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis; Part VI: Alternative Models for Seasonal and Other Time Series Components; 16. Normally Distributed Seasonal Unit Root Tests; 17. Bayesian Seasonal Adjustment of Long Memory Time Series 327 $a18. Bayesian Stochastic Model Specification Search for Seasonal and Calendar EffectsPart VII: Modeling and Estimation for Nonseasonal Economic Time Series; 19. Nonparametric Estimation of the Innovation Variance and Judging the Fit of ARMA Models; 20. Functional Model Selection for Sparse Binary Time Series with Multiple Inputs; 21. Models for High Lead Time Prediction 330 $aEconomic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies.For easier perusal and absorption, the contents have been 606 $aEconometrics 606 $aEconomics, Mathematical 606 $aSeasonal variations (Economics)$xMathematical models 606 $aTime-series analysis$xMathematical models 608 $aElectronic books. 615 0$aEconometrics. 615 0$aEconomics, Mathematical. 615 0$aSeasonal variations (Economics)$xMathematical models. 615 0$aTime-series analysis$xMathematical models. 676 $a330.01/51955 701 $aBell$b William R.$f1943-$0961409 701 $aHolan$b Scott H$0961410 701 $aMcElroy$b Tucker$0961411 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910461604403321 996 $aEconomic time series$92179629 997 $aUNINA