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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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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Imperfect financial markets and investment dynamics
Steinberger, Thomas (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725541
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Some reflections on trend-cycle decompositions with correlated components
Proietti, Tommaso (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725655
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Finding evidence of stock market integration applying a CAPM or testing for common stochastic trends : is there a connection?
Pedersen, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725628
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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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An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; López, J. Humberto; Orts Ríos, Vicente - 1993
Persistent link: https://www.econbiz.de/10000889863
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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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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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Short-term analysis of macroeconomic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865226