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On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso - In: Econometric reviews 28 (2009) 1/3, pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
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Trend-cycle decompositions with correlated components
Proietti, Tommaso - In: Econometric reviews 25 (2006) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10003309356
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Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso - In: Econometric reviews 40 (2021) 5, pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
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Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; … - In: Econometric reviews 42 (2023) 3, pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
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Trend–Cycle Decompositions with Correlated Components
Proietti, Tommaso - In: Econometric reviews 25 (2006) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10006871610
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On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates
Proietti, Tommaso - In: Econometric reviews 28 (2009) 1, pp. 186-208
Persistent link: https://www.econbiz.de/10008160773
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On the Model-Based Interpretation of Filters and the Reliability of TrendCycle Estimates
Proietti, Tommaso - In: Econometric reviews 28 (2008) 1, pp. 186-209
Persistent link: https://www.econbiz.de/10009266576