Narrow search
Showing 1 - 10 of 91
Cover Image
Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper - 1995
Persistent link: https://www.econbiz.de/10000901138
Cover Image
Short-term analysis of macroeconomic time series
Maravall Herrero, Agustín - 1996
Persistent link: https://www.econbiz.de/10000931863
Cover Image
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - 1996
Persistent link: https://www.econbiz.de/10000931864
Cover Image
Unobserved components in economic time series
Maravall Herrero, Agustín - 1996
Persistent link: https://www.econbiz.de/10000931866
Cover Image
Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter - 1996
Persistent link: https://www.econbiz.de/10000936544
Cover Image
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1996
Persistent link: https://www.econbiz.de/10000939379
Cover Image
Programs TRAMO and SEATS : instructions for the user
Gómez, Víctor; Maravall Herrero, Agustín - 1996 - (Beta version: September 1996)
Persistent link: https://www.econbiz.de/10000946806
Cover Image
Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
Cover Image
Revision in ARIMA signal extraction
Maravall Herrero, Agustín - 1986
Persistent link: https://www.econbiz.de/10000842045
Cover Image
A prototypical seasonal adjustment model
Maravall Herrero, Agustín; Pierce, David A. - 1986
Persistent link: https://www.econbiz.de/10000842046