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person:"Kapetanios, George"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Schätztheorie"
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Schätztheorie
Time series analysis
18
Zeitreihenanalyse
18
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17
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17
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11
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3
Saisonale Schwankungen
2
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1995-2008
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Mizon, Grayham E.
3
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Hendry, David F.
2
Johansen, Søren
2
Peña, Daniel
2
Planas, Christophe
2
Robinson, Peter M.
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Lütkepohl, Helmut
1
Marcellino, Massimiliano
1
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1
Penzer, Jeremy
1
Proietti, Tommaso
1
Salmon, Mark
1
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1
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1
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ECONIS (ZBW)
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Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
2
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
3
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
4
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
5
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10013420271
Saved in:
6
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
7
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
8
Stochastic linear trends : models and estimators
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419670
Saved in:
9
Estimation, prediction and interpolation for nonstationary series with the Kalman Filter
Gómez, Víctor
-
1992
Persistent link: https://www.econbiz.de/10013419674
Saved in:
10
Signal extraction in ARIMA time series : program SEATS
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419675
Saved in:
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