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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina - 1994
Persistent link: https://www.econbiz.de/10000898368
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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Theory and estimation of individual and social welfare measures : a critical survey
Becht, Marco - 1992
Persistent link: https://www.econbiz.de/10000860754
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Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
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Statistical inference in calibrated models
Canova, Fabio - 1993
Persistent link: https://www.econbiz.de/10000877153
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Testing for unit roots with the k-th autocorrelation coefficient
López, J. Humberto - 1993
Persistent link: https://www.econbiz.de/10000877204