TY  - RPRT
AU  - Casals Carro, José
AU  - Jerez Méndez, Miguel
AU  - Sotoca López, Sonia
PY  - 2006
UR  - https://hdl.handle.net/20.500.14352/56636
AB  - This paper shows how to compute the in-sample effect of exogenous inputs on the endogenous variables in any linear model written in state-space form. Estimating this component may be, either interesting by itself, or a previous step before decomposing...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - State-space
KW  - Signal extraction
KW  - Time series decomposition
KW  - Seasonal adjustment
KW  - Advertising
KW  - Lydia Pinkham
TI  - Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
TY  - technical report
VL  - 2006
ER  -