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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Maravall Herrero, Agustín"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Statistical inference
Zeitreihenanalyse
Estimation theory
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24
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24
Time series analysis
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Maravall Herrero, Agustín
Phillips, Peter C. B.
113
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82
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56
Koopman, Siem Jan
54
Pesaran, M. Hashem
49
Nielsen, Morten Ørregaard
47
Johansen, Søren
44
Lütkepohl, Helmut
43
Teräsvirta, Timo
42
Franses, Philip Hans
39
Linton, Oliver
38
Stock, James H.
36
Chernozhukov, Victor
33
Kapetanios, George
33
McAleer, Michael
32
Koop, Gary
31
Nelson, Daniel B.
31
Gouriéroux, Christian
30
Harvey, Andrew C.
29
Swanson, Norman R.
29
Lucas, André
28
Robinson, Peter M.
28
Watson, Mark W.
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Kilian, Lutz
26
Li, Degui
26
Perron, Pierre
26
Ghysels, Eric
25
Taylor, Robert
25
Bera, Anil K.
24
Brännäs, Kurt
24
Chambers, Marcus J.
24
Inoue, Atsushi
24
Nielsen, Bent
24
Xiao, Zhijie
24
Diebold, Francis X.
23
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23
Peng, Bin
23
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
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1
Reliability of the automatic identification of ARIMA models in program TRAMO
Maravall Herrero, Agustín
;
López-Pavón, Roberto
; …
- In:
Empirical economic and financial research : theory, …
,
(pp. 105-122)
.
2015
Persistent link: https://www.econbiz.de/10010490152
Saved in:
2
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
Saved in:
3
An application of tramo and seats : report for the "Seasonal Adjustment Research Appraisal" project
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001445660
Saved in:
4
Seasonal adjustment and signal extraction in economic times series
Gómez, Víctor
-
1998
Persistent link: https://www.econbiz.de/10000995602
Saved in:
5
Missing observations in ARIMA models : skipping strategy versus additive outlier approach
Gómez, Víctor
;
Maravall Herrero, Agustín
;
Peña, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000953017
Saved in:
6
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
-
1996
Persistent link: https://www.econbiz.de/10000931864
Saved in:
7
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000939379
Saved in:
8
Programs TRAMO and SEATS : instructions for the user
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1996
-
(Beta version: September 1996)
Persistent link: https://www.econbiz.de/10000946806
Saved in:
9
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
10
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
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