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~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Proietti, Tommaso"
~type_genre:"Book section"
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Search: subject_exact:"Trendschätzung"
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Lucas, André
McAleer, Michael
Proietti, Tommaso
Hendry, David F.
9
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7
Koopman, Siem Jan
7
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7
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Handbook of research methods and applications in empirical macroeconomics
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Systemic risk tomography : signals, measurement and transmission channels
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Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 151-168)
.
2017
Persistent link: https://www.econbiz.de/10011617896
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2
On the selection of common factors for macroeconomic forecasting
Giovannelli, Alessandro
;
Proietti, Tommaso
- In:
Dynamic factor models
,
(pp. 595-630)
.
2016
Persistent link: https://www.econbiz.de/10011448731
Saved in:
3
Maximum likelihood estimation of time series models : the Kalman filter and beyond
Proietti, Tommaso
;
Luati, Alessandra
- In:
Handbook of research methods and applications in …
,
(pp. 334-362)
.
2013
Persistent link: https://www.econbiz.de/10010206765
Saved in:
4
State space decomposition under the hypothesis of non zero correlation between trend and cycle, with an application to the euro-zone
Proietti, Tommaso
- In:
Monographs of official statistics : papers and …
,
(pp. 292 - 325)
.
2004
Persistent link: https://www.econbiz.de/10003398185
Saved in:
5
Measuring core inflation by multivariate structural time series models
Proietti, Tommaso
- In:
Optimisation, econometric and financial analysis
,
(pp. 205-223)
.
2007
Persistent link: https://www.econbiz.de/10003544760
Saved in:
6
Least squares regression : graduation and filters
Proietti, Tommaso
;
Luati, Alessandra
- In:
Measurement in economics : a handbook
,
(pp. 377-411)
.
2007
Persistent link: https://www.econbiz.de/10003643513
Saved in:
7
The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
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8
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
9
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
Saved in:
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