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~institution:"Universidad Carlos III de Madrid / Departamento de Estadística y Econometría"
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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
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2
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
Mármol, Francesc
;
Escribano, Álvaro
;
Aparicio, Felipe M.
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1999
Persistent link: https://www.econbiz.de/10001362049
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Outliers in multivariate time series
Tsay, Ruey S.
;
Peña, Daniel
;
Pankratz, Alan E.
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1998
Persistent link: https://www.econbiz.de/10001362038
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