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Volumn 57, Issue 4, 2003, Pages 439-469

Time Series Modelling of Daily Tax Revenues

Author keywords

Intramonthly; Periodic modelling; Seasonality; Structural Time Series Models; Time varying parameters; Unobserved Components

Indexed keywords


EID: 0242307825     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.00239     Document Type: Article
Times cited : (15)

References (13)
  • 2
    • 84979421180 scopus 로고
    • Seasonal adjustment and Kalman filtering - Extension to periodic variances
    • BURRIDGE, P. and K. F. WALLIS (1990), Seasonal adjustment and Kalman filtering - extension to periodic variances, Journal of Forecasting 9, 109-118.
    • (1990) Journal of Forecasting , vol.9 , pp. 109-118
    • Burridge, P.1    Wallis, K.F.2
  • 6
  • 7
    • 0040038113 scopus 로고    scopus 로고
    • Messy time series: A unified approach
    • T. B. FOMBY and R. CARTER HILL (eds.). New York, NY, USA: JAI Press
    • HARVEY, A. C., S. J. KOOPMAN and J. PENZER (1998) Messy time series: A unified approach, in: T. B. FOMBY and R. CARTER HILL (eds.), Advances in econometrics, Volume 13, pp. 103-143. New York, NY, USA: JAI Press.
    • (1998) Advances in Econometrics , vol.13 , pp. 103-143
    • Harvey, A.C.1    Koopman, S.J.2    Penzer, J.3
  • 9
    • 0001729490 scopus 로고    scopus 로고
    • Statistical algorithms for models in state space using SsfPack 2.2.
    • KOOPMAN, S. J., N. SHEPHARD and J. A. DOORNIK (1999), Statistical algorithms for models in state space using SsfPack 2.2., The Econometrics Journal 2, 107-160, http://www.ssf-pack.com.
    • (1999) The Econometrics Journal , vol.2 , pp. 107-160
    • Koopman, S.J.1    Shephard, N.2    Doornik, J.A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.