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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Maravall Herrero, Agustín"
~source:"econis"
~subject:"Bayesian inference"
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Seasonal variations
Zeitreihenanalyse
Bayesian inference
Estimation theory
26
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24
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24
Saisonale Schwankungen
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Maravall Herrero, Agustín
Phillips, Peter C. B.
100
Gao, Jiti
79
Koopman, Siem Jan
56
Lütkepohl, Helmut
45
Johansen, Søren
43
Franses, Philip Hans
42
Koop, Gary
42
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
36
Kapetanios, George
33
Linton, Oliver
32
Harvey, Andrew C.
31
Swanson, Norman R.
30
Schorfheide, Frank
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Stock, James H.
25
Taylor, Robert
25
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25
Bauwens, Luc
24
Li, Degui
24
Perron, Pierre
24
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23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Kohn, Robert
22
Leybourne, Stephen James
22
Peng, Bin
22
Brännäs, Kurt
21
Dong, Chaohua
21
Kilian, Lutz
21
Cavaliere, Giuseppe
20
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20
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20
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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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
Two discussions on new seasonal adjustment methods
Maravall Herrero, Agustín
-
1997
Persistent link: https://www.econbiz.de/10000957252
Saved in:
7
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
-
1996
Persistent link: https://www.econbiz.de/10000931864
Saved in:
8
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000939379
Saved in:
9
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:
10
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
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