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subject:"Zeitreihenanalyse"
~person:"Maravall Herrero, Agustín"
~subject:"Arbeitslosigkeit"
~subject:"Frankreich"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Arbeitslosigkeit
Frankreich
Schätzung
Theorie
43
Theory
43
Time series analysis
41
Estimation theory
24
Schätztheorie
24
Saisonale Schwankungen
11
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11
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5
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Maravall Herrero, Agustín
Koopman, Siem Jan
72
Gil-Alaña, Luis A.
71
Franses, Philip Hans
68
Härdle, Wolfgang
65
Caporale, Guglielmo Maria
62
Pesaran, M. Hashem
61
Phillips, Peter C. B.
51
Marcellino, Massimiliano
47
Berg, Gerard J. van den
46
Dijk, Herman K. van
46
Lütkepohl, Helmut
42
Lucas, André
41
McAleer, Michael
38
Hautsch, Nikolaus
37
Sibbertsen, Philipp
37
Koop, Gary
35
Kunst, Robert M.
34
Feng, Yuanhua
33
Teräsvirta, Timo
32
Timmermann, Allan
32
Hallin, Marc
31
Hyndman, Rob J.
31
Kilian, Lutz
31
Beran, Jan
30
Bauwens, Luc
29
Snower, Dennis J.
26
Swanson, Norman R.
26
Koskela, Erkki
25
Heckman, James J.
24
Lux, Thomas
24
Rubio-Ramírez, Juan Francisco
24
Johansen, Søren
23
Linton, Oliver
23
Schmid, Wolfgang
23
Clark, Todd E.
22
Herwartz, Helmut
22
Schorfheide, Frank
22
Gylfi Zoega
21
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European University Institute / Department of Economics
11
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Documentos de trabajo / Banco de España, Servicio de Estudios
25
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14
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ECONIS (ZBW)
41
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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
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001415795
Saved in:
9
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:
10
Seasonal outliers in time series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393245
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