Seasonality in Regression
Journal of the American Statistical AssociationPublished 1 September 1974
Christopher A. Sims
Citations182
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
Abstract The effects of seasonal noise on regression estimates are considered as a type of errors-in-variables problem. The natures of asymptotic biases due to the presence of seasonal noise and to the nature of seasonal adjustment in regressions using adjusted and unadjusted data are explored. Methods for recognizing such biases and for attenuating their effects are suggested.
Keywords
Mathematics
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