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Sharp filters for business-cycle analysis
Pollock, David Stephen G. - 1998
Persistent link: https://www.econbiz.de/10000667379
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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364
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Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma; Jacobs, Jan; Osborn, Denise R.; … - In: Macroeconomic dynamics 23 (2019) 8, pp. 3163-3188
Persistent link: https://www.econbiz.de/10012166156
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Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma; Jacobs, Jan; Osborn, Denise R.; … - 2017
Persistent link: https://www.econbiz.de/10011747030
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Prototype Bayesian estimation of US state employment and unemployment rates
Hwang, Jing-shiang - 1992
Persistent link: https://www.econbiz.de/10000864877
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Inference on long-run equilibrium relationship in economic time series
Lee, Hahn-shik - 1990
Persistent link: https://www.econbiz.de/10000834659
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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
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Two papers on Arima signal extraction
Maravall Herrero, Agustín - 1988
Persistent link: https://www.econbiz.de/10000842225
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Seasonal unit roots in aggregate US data
Beaulieu, J. Joseph; Miron, Jeffrey A. - 1992
Persistent link: https://www.econbiz.de/10000843097