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Missing observations in ARIMA models : skipping approach versus additive outlier approach
Gómez, Víctor - In: Journal of econometrics 88 (1999) 2, pp. 341-363
Persistent link: https://www.econbiz.de/10001252781
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Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - In: Journal of econometrics 92 (1999) 2, pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
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Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín - In: Journal of econometrics 61 (1994) 2, pp. 197-233
Persistent link: https://www.econbiz.de/10001155775