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Band spectral estimation for signal extraction
Proietti, Tommaso - In: Economic modelling 25 (2008) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10003628779
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Persistence of shocks on seasonal processes
Proietti, Tommaso - In: Journal of applied econometrics 11 (1996) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10001202517
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Forecast bias and MSFE encompassing
Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
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Un'analisi empirica delle relazioni tra spesa pubblica, entrate, PIL e inflazione
Marcellino, Massimiliano - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10001192866
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Further results on MSFE encompassing
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10000998755
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On the spectral properties of matrices associated with trend filters
Luati, Alessandra; Proietti, Tommaso - In: Econometric theory 26 (2010) 4, pp. 1247-1261
Persistent link: https://www.econbiz.de/10003993836
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The generalised autocovariance function
Proietti, Tommaso; Luati, Alessandra - In: Journal of econometrics 186 (2015) 1, pp. 245-257
Persistent link: https://www.econbiz.de/10011349503
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Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso; Lütkepohl, Helmut - In: International journal of forecasting 29 (2013) 1, pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
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The exponential model for the spectrum of a time series : extensions and applications
Proietti, Tommaso; Luati, Alessandra - 2013
Persistent link: https://www.econbiz.de/10010195675
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Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009405401