Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy

McElroy, T

McElroy, T (reprint author), US Bur Census, Ctr Stat Res & Methodol, Washington, DC 20233 USA.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2017; 35 (4): 611

Abstract

This article extends the methodology for multivariate seasonal adjustment by exploring the statistical modeling of seasonality jointly across multiple......

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