Errors in Variables and Seasonal Adjustment Procedures

References

• Anderson , B. D. O. and Moore , J. B. 1979 . Optimal Filtering , Englewood Cliffs , NJ : Prentice-Hall .
   Google Scholar
• Bailar , Barbara A. 1975 . “The Effects of Rotation Group Bias on Estimates From Panel Surveys” . Journal of the American Statistical Association , 70 : 23 – 30 .
   Web of Science ®Google Scholar
• Bell , W. R. 1984 . “Signal Extraction for Non-Stationary Time Series” . Annals of Statistics , 12 : 646 – 664 .
   Web of Science ®Google Scholar
• Bell , W. R. and Hillmer , S. C. 1984 . “Issues Involved With the Seasonal Adjustment of Economic Time Series” . Journal of Business & Economic Statistics , 2 : 291 – 320 .
   Google Scholar
• Burman , J. P. 1980 . “Seasonal Adjustment by Signal Extraction” . Journal of the Royal Statistical Society , 143 : 321 – 337 . Ser. A
   Google Scholar
• Burridge , P. and Wallis , K. F. 1983 . “Signal Extraction for Non-Stationary Series” , University of Warwick . Working Paper 234
   Google Scholar
• Burridge , P. and Wallis , K. F. 1984 . “Unobserved-Components Models for Seasonal Adjustment Filters” . Journal of Business & Economic Statistics , 2 : 350 – 359 .
   Google Scholar
• Cleveland , W. P. and Tiao , G. C. 1976 . “Decomposition of Seasonal Time Series: A Model for the Census X-11 Program” . Journal of the American Statistical Association , 71 : 581 – 587 .
   Web of Science ®Google Scholar
• Dagum , E. B. 1975 . “Seasonal Factor Forecast From ARIMA Models” . Bulletin of the International Statistical Institute , 46 : 203 – 216 . (Pt. 3)
   Google Scholar
• Engle , R. F. 1976 . “Estimating Structural Models of Seasonality” . In Seasonal Analysis of Economic Time Series , Edited by: Zellner , A. Washington , DC : U.S. Government Printing Office .
   Google Scholar
• Grether , D. M. and Nerlove , M. 1970 . “Some Properties of ‘Optimal’ Seasonal Adjustment” . Econometrica , 38 : 682 – 703 .
   Web of Science ®Google Scholar
• Harvey , A. C. and Todd , P. H. J. 1983 . “Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study” . Journal of Business & Economic Statistics , 1 : 299 – 306 .
   Google Scholar
• Hausman , J. A. and Watson , M. W. 1984 . “Errors-in-Variables and Seasonal Adjustment” mimeograph, May
   Google Scholar
• Hillmer , S. C. and Tiao , G. C. 1982 . “An ARIMA-Model-Based Approach to Seasonal Adjustment” . Journal of the American Statistical Association , 77 : 63 – 70 .
   Web of Science ®Google Scholar
• Kaitz , Hyman B. 1978 . “Errors in Seasonally Adjusted Current and Historical Employment and Unemployment Statistics” unpublished report to the ASA Committee on National Statistics
   Google Scholar
• Nerlove , M. , Grether , D. M. and Carvalho , J. L. 1979 . Analysis of Economic Time Series: A Synthesis , New York : Academic Press .
   Google Scholar
• Pierce , D. A. 1976 . “Seasonal Adjustment When Both Deterministic and Stochastic Seasonality Is Present” . In Seasonal Analysis of Economic Time Series , Edited by: Zellner , A. Washington , DC : U.S. Government Printing Office .
   Google Scholar
• President's Committee to Appraise Employment and Unemployment Statistics . 1962 . Measuring Employment and Unemployment , Washington , DC : U.S. Government Printing Office .
   Google Scholar
• Summers , L. H. 1981 . “Measuring Unemployment” . Brookings Papers on Economic Activity , : 609 – 620 .
   Web of Science ®Google Scholar
• Wallis , K. F. 1974 . “Seasonal Adjustment and Relations Between Variables” . Journal of the American Statistical Association , 69 : 18 – 31 .
   Web of Science ®Google Scholar
• Whittle , P. 1963 . Prediction and Regulation by Least Squares , London : London University Press .
   Google Scholar