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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003913416
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001482790
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Whittle pseudo-maximum likelihood estimation for nonstationary time series
Velasco, Carlos; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001482791
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
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Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto; Foroni, Claudia; Marcellino, Massimiliano - 2016 - This version: October 31, 2016
Persistent link: https://www.econbiz.de/10011806012