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subject:"Zeitreihenanalyse"
type:"book"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Documentos de trabajo / Banco de España, Servicio de Estudios"
~person:"Maravall Herrero, Agustín"
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Zeitreihenanalyse
Theorie
26
Theory
26
Time series analysis
24
Estimation theory
12
Schätztheorie
12
Saisonale Schwankungen
8
Seasonal variations
8
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5
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1999
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Maravall Herrero, Agustín
Caporale, Guglielmo Maria
15
Pittis, Nikitas
14
Hall, Stephen G.
8
Kaiser, Regina
6
Urga, Giovanni
5
Boone, Laurence
2
Dolado, Juan J.
2
Gil-Alaña, Luis A.
2
Gómez, Víctor
2
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2
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2
Río, Ana del
2
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1
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1
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1
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1
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1
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1
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1
Jenkinson, Tim
1
Pierce, David A.
1
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1
Planas, Christophe
1
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1
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Discussion paper / Centre for Economic Forecasting
Documentos de trabajo / Banco de España, Servicio de Estudios
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15
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1
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1
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ECONIS (ZBW)
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Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2007
Persistent link: https://www.econbiz.de/10003541855
Saved in:
2
An application of the TRAMO-SEATS automatic procedure : direct versus indirect adjustment
Maravall Herrero, Agustín
-
2005
Persistent link: https://www.econbiz.de/10003173081
Saved in:
3
A complete model-based interpretation of the Hodrick- Prescott Filter: spuriousness reconsidered
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2002
Persistent link: https://www.econbiz.de/10001675832
Saved in:
4
Time aggregation and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001577413
Saved in:
5
An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514391
Saved in:
6
Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514394
Saved in:
7
An application of tramo-seats : model selection and out-of-sample performance ; the Swiss CPI series
Maravall Herrero, Agustín
;
Sánchez, Fernando J.
-
2000
Persistent link: https://www.econbiz.de/10001514396
Saved in:
8
Seasonal outliers in time series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393245
Saved in:
9
Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393248
Saved in:
10
Short-term and long-term trends, seasonal adjustment, and the business cycle
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001415795
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