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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362828
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling
Jeljazkov, Ivan G. (ed.); Tobias, Justin L. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012163554
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2017
Persistent link: https://www.econbiz.de/10011793192