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Proietti, Tommaso
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CREATES research paper
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ECONIS (ZBW)
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Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
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2
Seasonal changes in Central England temperatures
Proietti, Tommaso
;
Hillebrand, Eric
-
2015
Persistent link: https://www.econbiz.de/10010529441
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3
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
Saved in:
4
On the selection of common factors for macroeconomic forecasting
Giovannelli, Alessandro
;
Proietti, Tommaso
-
2014
Persistent link: https://www.econbiz.de/10010438076
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5
The exponential model for the spectrum of a time series : extensions and applications
Proietti, Tommaso
;
Luati, Alessandra
-
2013
Persistent link: https://www.econbiz.de/10010195675
Saved in:
6
Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna
;
Proietti, Tommaso
-
2014
Persistent link: https://www.econbiz.de/10010388026
Saved in:
7
Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10009272103
Saved in:
8
A Durbin-Levinson regularized estimator of high dimensional autocovariance matrices
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2017
Persistent link: https://www.econbiz.de/10011648644
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