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Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - In: Journal of applied econometrics 32 (2017) 2, pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
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Persistence of shocks on seasonal processes
Proietti, Tommaso - In: Journal of applied econometrics 11 (1996) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10001202517
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Euromind-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - In: Journal of applied econometrics 32 (2017) 3, pp. 683-703
Persistent link: https://www.econbiz.de/10011694793
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Persistence of Shocks on Seasonal Processes
Proietti, T. - In: Journal of applied econometrics 11 (1996) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10007004162