[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
IDEAS home Printed from https://ideas.repec.org/a/ecm/emetrp/v43y1975i1p163-68.html
   My bibliography  Save this article

A Note on the Extraction of Components from Time Series

Author

Listed:
  • Pagan, Adrian R
Abstract
No abstract is available for this item.

Suggested Citation

  • Pagan, Adrian R, 1975. "A Note on the Extraction of Components from Time Series," Econometrica, Econometric Society, vol. 43(1), pages 163-168, January.
    • Handle: RePEc:ecm:emetrp:v:43:y:1975:i:1:p:163-68
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0012-9682%28197501%2943%3A1%3C163%3AANOTEO%3E2.0.CO%3B2-3&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jerry A. Hausman & Mark W. Watson, 1983. "Seasonal Adjustment with Measurement Error Present," NBER Working Papers 1133, National Bureau of Economic Research, Inc.
    2. Iñaki Bildosola & Pilar Gonzalez & Paz Moral, 2017. "An approach for modelling and forecasting research activity related to an emerging technology," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(1), pages 557-572, July.
    3. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU," Working Paper series 21_08, Rimini Centre for Economic Analysis.
    4. Marcel Prokopczuk & Yingying Wu, 2013. "Estimating term structure models with the Kalman filter," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 4, pages 97-113, Edward Elgar Publishing.
    5. Thomas F. Cooley & Barr Rosenberg & Kent D. Wall, 1977. "A Note on Optimal Smoothing for Time Varying Coefficient Problems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 4, pages 453-456, National Bureau of Economic Research, Inc.
    6. William S. Cleveland & Douglas M. Dunn & Irma J. Terpenning, 1978. "SABL: A Resistant Seasonal Adjustment Procedure With Graphical Methods for Interpretation and Diagnosis," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 201-241, National Bureau of Economic Research, Inc.
    7. William S. Cleveland & Douglas M. Dunn & Irma J. Terpenning, 1979. "SABL: A Resistant Seasonal Adjustment Procedure with Graphical Methods for Interpretation and Diagnosis," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 201-241, National Bureau of Economic Research, Inc.
    8. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    9. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
    10. Stefania Mignani & Marcello Pagnini, 2021. "How effective is financial education? Evidence from the Emilia-Romagna region," Working Paper series 21-08, Rimini Centre for Economic Analysis.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:43:y:1975:i:1:p:163-68. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/essssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.