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subject:"Innovation"
type_genre:"Sammlung"
~person:"Maravall Herrero, Agustín"
~subject:"CAPM"
~subject:"Time series analysis"
~type_genre:"Reprint"
~type_genre:"Working Paper"
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Innovation
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Maravall Herrero, Agustín
Franses, Philip Hans
64
Koopman, Siem Jan
64
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
54
Phillips, Peter C. B.
47
Härdle, Wolfgang
41
Pesaran, M. Hashem
41
Sibbertsen, Philipp
38
Dijk, Herman K. van
37
McAleer, Michael
37
Lütkepohl, Helmut
34
Koop, Gary
32
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Kunst, Robert M.
30
Hyndman, Rob J.
29
Beran, Jan
28
Hallin, Marc
28
Marcellino, Massimiliano
28
Swanson, Norman R.
27
Gouriéroux, Christian
25
Bauwens, Luc
24
Timmermann, Allan
23
Aghion, Philippe
22
Hassler, Uwe
22
Stambaugh, Robert F.
22
Lux, Thomas
21
Schmid, Wolfgang
21
Van Reenen, John
21
He, Xue-zhong
20
Dijk, Dick van
19
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Weihs, Claus
19
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18
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Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2007
Persistent link: https://www.econbiz.de/10003541855
Saved in:
2
An application of the TRAMO-SEATS automatic procedure : direct versus indirect adjustment
Maravall Herrero, Agustín
-
2005
Persistent link: https://www.econbiz.de/10003173081
Saved in:
3
A complete model-based interpretation of the Hodrick- Prescott Filter: spuriousness reconsidered
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2002
Persistent link: https://www.econbiz.de/10001675832
Saved in:
4
Time aggregation and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001577413
Saved in:
5
An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514391
Saved in:
6
Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514394
Saved in:
7
An application of tramo-seats : model selection and out-of-sample performance ; the Swiss CPI series
Maravall Herrero, Agustín
;
Sánchez, Fernando J.
-
2000
Persistent link: https://www.econbiz.de/10001514396
Saved in:
8
Short-term and long-term trends, seasonal adjustment and the business cycle : the Hodrick-Prescott filter revisited
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001362047
Saved in:
9
Seasonal outliers in time series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393245
Saved in:
10
Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393248
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