Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
Dagum, Estela Bee; Luati, Alessandra - In: Econometric reviews 28 (2009) 1, pp. 40-59
Persistent link: https://www.econbiz.de/10008160780
Cover Image
A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
Dagum, Estela Bee; Luati, Alessandra - In: Econometric reviews 28 (2008) 1, pp. 40-60
Persistent link: https://www.econbiz.de/10009266583
Cover Image
A cascade linear filter to reduce revisions and false turning points for real time trend-cycle estimation
Dagum, Estela Bee; Luati, Alessandra - In: Econometric reviews 28 (2009) 1/3, pp. 40-59
Persistent link: https://www.econbiz.de/10003800653
Cover Image
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo; Luati, Alessandra; Mazzocchi, Mario - In: Econometric reviews 42 (2023) 5, pp. 441-470
Persistent link: https://www.econbiz.de/10014305555