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type_genre:"Arbeitspapier"
type_genre:"Series"
~person:"Maravall Herrero, Agustín"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
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Prognoseverfahren
Time series analysis
Theorie
44
Theory
44
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23
Saisonale Schwankungen
11
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Maravall Herrero, Agustín
Franses, Philip Hans
89
Koopman, Siem Jan
72
Härdle, Wolfgang
69
Gil-Alaña, Luis A.
62
Marcellino, Massimiliano
57
Caporale, Guglielmo Maria
52
Pesaran, M. Hashem
51
Diebold, Francis X.
50
Dijk, Herman K. van
50
Phillips, Peter C. B.
50
Clark, Todd E.
45
Lütkepohl, Helmut
43
Timmermann, Allan
42
McAleer, Michael
41
Hyndman, Rob J.
40
Kilian, Lutz
39
Koop, Gary
38
Teräsvirta, Timo
37
Swanson, Norman R.
36
Feng, Yuanhua
35
Lucas, André
35
Sibbertsen, Philipp
35
Kunst, Robert M.
34
Beran, Jan
29
Ravazzolo, Francesco
29
Giannone, Domenico
28
Hallin, Marc
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Bauwens, Luc
26
Dijk, Dick van
26
Lux, Thomas
26
McCracken, Michael W.
26
Granger, C. W. J.
25
Weihs, Claus
25
Hassler, Uwe
24
Athanasopoulos, George
23
Johansen, Søren
23
Bollerslev, Tim
22
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22
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ECONIS (ZBW)
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1
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2007
Persistent link: https://www.econbiz.de/10003541855
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2
An application of the TRAMO-SEATS automatic procedure : direct versus indirect adjustment
Maravall Herrero, Agustín
-
2005
Persistent link: https://www.econbiz.de/10003173081
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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
A class of diagnostics in the ARIMA-model-based decomposition of a time series
Maravall Herrero, Agustín
- In:
Seasonal adjustment
,
(pp. 23-36)
.
2003
Persistent link: https://www.econbiz.de/10001855237
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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