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Afifi, A.A. and Elashoff, R.M. (1967), "Missing Observations in Multivariate Statistics II. Point Estimation in Simple Linear Regression," Journal of the American Statistical Association, 62, 10-29.
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Ishiguro, M. (1984), "Computationally Efficient Implementation of a Bayesian Seasonal Adjustment Procedure," Journal of Time Series Analysis, 5, 245-253.
Ishiguro, M. (1987), "TIMSAC-84: A New Time Series Analysis and Control Package," Proceedings of American Statistical Association: Business and Economic Section, 33-42.
Jones, R.H. and Brelsford, W.M. (1967), "Time Series with Periodic Structure," Biometrika, 54, 403-408.
Kitagawa, G. (1981), "A Nonstationary Time Series Model and its Fitting by a Recursive Filter," Journal of Time Series Analysis, 2, 103-116.
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Kitagawa, G. and Akaike, H. (1978), "A Procedure for the Modeling of Non-Stationary Time Series," Ann. Inst. Statist. Math., 30, 351-363.
Kitagawa, G. and Akaike, H. (1981), "On TIMSAC-78," in Applied Time Series Analysis II, ed. D.F. Findley, New York: Academic Press, 499-547.
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Kitagawa, G. and Gersch, W. (1985a), "A Smoothness Priors Time-Varying AR Coefficient Modeling of Nonstationary Covariance Time Series," IEEE Transactions on Automatic Control, 30, 48-56.
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Sakamoto, Y.; Ishiguro, M.; and Kitagawa, G. (1986), Akaike Information Criterion Statistics, Tokyo: KTK Scientific Publishers.
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Zellner, A. (1971), An Introduction to Bayesian Inference in Econometrics, New York: John Wiley & Sons, Inc.
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