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~isPartOf:"Documentos de trabajo / Banco de España, Servicio de Estudios"
~subject:"Calendar effect"
~subject:"Stock market"
~subject:"Theory"
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Search: subject_exact:"Seasonal variations"
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Calendar effect
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Saisonale Schwankungen
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Seasonal variations
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Theorie
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
5
Schätztheorie
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ARIMA
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Maravall Herrero, Agustín
8
Kaiser, Regina
2
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Pierce, David A.
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Planas, Christophe
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Documentos de trabajo / Banco de España, Servicio de Estudios
Economics letters
24
International journal of forecasting
21
Report / Econometric Institute, Erasmus University Rotterdam
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
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Journal of econometrics
15
Applied economics letters
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Journal of forecasting
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Finance research letters
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Econometric reviews
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Tourism economics : the business and finance of tourism and recreation
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Applied financial economics
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Econometric theory
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European journal of operational research : EJOR
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NBER Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Analyse saisonaler Zeitreihen
7
Discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Energy economics
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International review of financial analysis
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Journal of banking & finance
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Working paper
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CESifo working papers
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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EUI working paper / ECO
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Europäische Hochschulschriften / 5
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International journal of production research
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Investment management and financial innovations
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / University of British Columbia, Department of Economics
5
Economics discussion papers
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1
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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2
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
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3
Seasonal adjustment and signal extraction in economic times series
Gómez, Víctor
-
1998
Persistent link: https://www.econbiz.de/10000995602
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4
Two discussions on new seasonal adjustment methods
Maravall Herrero, Agustín
-
1997
Persistent link: https://www.econbiz.de/10000957252
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5
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
-
1996
Persistent link: https://www.econbiz.de/10000931864
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6
Two papers on Arima signal extraction
Maravall Herrero, Agustín
-
1988
Persistent link: https://www.econbiz.de/10000842225
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7
A prototypical seasonal adjustment model
Maravall Herrero, Agustín
;
Pierce, David A.
-
1986
Persistent link: https://www.econbiz.de/10000842046
Saved in:
8
On minimum mean squared error estimation of the noise in unobserved component models
Maravall Herrero, Agustín
-
1986
-
Rev. version
Persistent link: https://www.econbiz.de/10000842048
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