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Theory and Method

The Efficiency of Least Squares in Estimating a Stable Seasonal Pattern

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Pages 354-362 | Published online: 05 Apr 2012

References

  • Grenander , U. and Rosenblatt , M. 1957 . Statistical Analysis of Time Series , New York : John Wiley and Sons, Inc. .
  • Hannan , E. J. 1960 . “The Estimation of Seasonal Variation,” . Australian Journal of Statistics , April : 1 – 15 .
  • Jorgenson , D. W. 1964 . “Minimum Variance, Linear, Unbiased Seasonal Adjustment of Economic Time Series,” . Journal of the American Statistical Association , 59 September : 681 – 724 .
  • Nerlove , M. 1968 . “A Comparison of a Modified ‘Hannan’ and the B.L.S. Seasonal Adjustment Filters,” . Journal of the American Statistical Association , 60 June : 442 – 92 .
  • Nettheim , N. F. 1963 . “The Seasonal Adjustment of Economic Data by Spectral Methods,” , M. Ec. thesis Australian National University .
  • Pratt , J. W. January 14 1966 . “Multiparameter Efficiency,” January 14 , Unpublished communication
  • Watson , G. S. 1955 . “Serial Correlation in Regression Analysis I,” . Biometrika , 42 December : 327 – 41 .

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