Narrow search
Showing 1 - 10 of 13,972
Cover Image
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
Cover Image
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - 1996
Persistent link: https://www.econbiz.de/10000931864
Cover Image
Flexible seasonal long memory and economic time series
Ooms, Marius - 1995
Persistent link: https://www.econbiz.de/10000943980
Cover Image
The Hodrick-Prescott filter, a generalisation, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - 1996
Persistent link: https://www.econbiz.de/10000955815
Cover Image
How spurious seasonality results from seasonal dummies regressions when time series have linear trends
Hassler, Uwe; Nautz, Dieter - 1997
Persistent link: https://www.econbiz.de/10000960059
Cover Image
On minimum mean squared error estimation of the noise in unobserved component models
Maravall Herrero, Agustín - 1986 - Rev. version
Persistent link: https://www.econbiz.de/10000842048
Cover Image
Two papers on Arima signal extraction
Maravall Herrero, Agustín - 1988
Persistent link: https://www.econbiz.de/10000842225
Cover Image
Seasonal unit roots in aggregate US data
Beaulieu, J. Joseph; Miron, Jeffrey A. - 1992
Persistent link: https://www.econbiz.de/10000843097
Cover Image
Inference on long-run equilibrium relationship in economic time series
Lee, Hahn-shik - 1990
Persistent link: https://www.econbiz.de/10000834659
Cover Image
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans; Ariño, Miguel A.; Hobijn, Bart - 1997
Persistent link: https://www.econbiz.de/10000973979