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Analyses of economic variables at the current end of the series : how reliable are they?
Pauly, Ralf - 1997
Persistent link: https://www.econbiz.de/10000664651
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Diagnostic quality of residual analyses in time series decompositions
Pauly, Ralf - 1997
Persistent link: https://www.econbiz.de/10000664652
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Kleine-Stichproben-Eigenschaften von Parameterschätzern in einem einfachen strukturellen Trendmodell
Pauly, Ralf; Bousardt, Dieter; Trenkler, Dietrich - 1994
Persistent link: https://www.econbiz.de/10000665371
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Variable trends : a bayesian perspective
Hoek, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000641247
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Pooled estimation of long-run relationships in dynamic heterogeneous panels
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron - 1997
Persistent link: https://www.econbiz.de/10000642967
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Forecasting : methods and applications
Makridakis, Spyros G.; Wheelwright, Steven C.; Hyndman, … - 1998 - 3. ed.
Persistent link: https://www.econbiz.de/10000643079
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Microcomputer forecasting and stabilisation of multiple time series in the state space
Vishwakarma, Keshav P. - 1985
Persistent link: https://www.econbiz.de/10000702898
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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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Methodology for trend estimation
Pollock, David Stephen G. - 1998
Persistent link: https://www.econbiz.de/10000667389
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State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin; Nelson, Charles R. - 1999
Persistent link: https://www.econbiz.de/10000672140