Constructing Seasonally Adjusted Data with Time-varying Confidence Intervals*
نویسندگان
چکیده
منابع مشابه
Constructing seasonally adjusted data with time-varying con dence intervals
Seasonal adjustment methods transform observed time series data into estimated data, where these estimated data are constructed such that they show no or almost no seasonal variation. An advantage of model-based methods is that these can provide con dence intervals around the seasonally adjusted data. One particularly useful time series model for seasonal adjustment is the basic structural time...
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In the presence of nuisance parameters, we derive an explicit higher order asymptotic formula to compare the expected lengths of conndence intervals given by likelihood ratio statistics arising from the usual proole likelihood and various adjustments thereof. Highest posterior density regions, with approximate frequentist validity, are also included in the study.
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False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters Yoav Benjamini and Daniel Yekutieli Yoav Benjamini is Professor and Daniel Yekutieli is Lecturer , Department of Statistics and Operations Research, School of Mathematical Sciences, Sackler Faculty of Exact Sciences, Tel Aviv University, Tel Aviv, Israel. This research was supported by the FIRST Foundation of th...
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When individuals in social groups communicate with one another and are under the influence of neighbors' opinions, they typically revise their own opinions to adapt to such peer opinions. The individual threshold of bounded confidence will thus be affected by both a change in individual confidence and by neighbor influence. Individuals thus update their own opinions with new bounded confidence,...
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ژورنال
عنوان ژورنال: Oxford Bulletin of Economics and Statistics
سال: 2002
ISSN: 0305-9049,1468-0084
DOI: 10.1111/1468-0084.00275