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subject:"Zeitreihenanalyse"
~person:"Maravall Herrero, Agustín"
~subject:"Estimation"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Estimation
Theorie
41
Theory
41
Time series analysis
39
Estimation theory
23
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23
Saisonale Schwankungen
11
Seasonal variations
11
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5
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1999
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Maravall Herrero, Agustín
Gil-Alaña, Luis A.
70
Koopman, Siem Jan
66
Härdle, Wolfgang
64
Caporale, Guglielmo Maria
61
Franses, Philip Hans
55
Pesaran, M. Hashem
54
Phillips, Peter C. B.
52
Marcellino, Massimiliano
46
Lütkepohl, Helmut
41
Dijk, Herman K. van
40
Sibbertsen, Philipp
40
Hautsch, Nikolaus
38
Kunst, Robert M.
38
Lucas, André
38
McAleer, Michael
36
Koop, Gary
35
Feng, Yuanhua
33
Teräsvirta, Timo
32
Kilian, Lutz
31
Lux, Thomas
31
Beran, Jan
30
Hyndman, Rob J.
30
Timmermann, Allan
30
Berg, Gerard J. van den
29
Bauwens, Luc
28
Herwartz, Helmut
28
Linton, Oliver
27
Swanson, Norman R.
27
Johansen, Søren
23
Rubio-Ramírez, Juan Francisco
23
Schmid, Wolfgang
23
Heckman, James J.
22
Clark, Todd E.
21
Gao, Jiti
21
Hallin, Marc
21
Robinson, Peter M.
21
Mittnik, Stefan
20
Polasek, Wolfgang
20
Ravazzolo, Francesco
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ECONIS (ZBW)
39
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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
Time aggregation and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001577413
Saved in:
4
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:
5
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:
6
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:
7
Short-term and long-term trends, seasonal adjustment and the business cycle : the Hodrick-Prescott filter revisited
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001362047
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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