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Leave-k-out diagnostics in state space models
Proietti, Tommaso - 2000
Persistent link: https://www.econbiz.de/10001528143
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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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Comparing seasonal components for structural time series models
Proietti, Tommaso - In: International journal of forecasting 16 (2000) 2, pp. 247-260
Persistent link: https://www.econbiz.de/10001476898
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Seasonal heteroscedasticity and trends
Proietti, Tommaso - In: Journal of forecasting 17 (1998) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001245345
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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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Characterizing asymmetries in business cycles using smooth-transition structural time-series models
Proietti, Tommaso (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 141-156
Persistent link: https://www.econbiz.de/10001769713
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Short-run dynamics in cointegrated systems
Proietti, Tommaso - In: Oxford bulletin of economics and statistics 59 (1997) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10001223687
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Seasonal specific structural time series models
Proietti, Tommaso (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725591
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Some reflections on trend-cycle decompositions with correlated components
Proietti, Tommaso (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725655
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Convergence in Italian regional per-capita GDP
Proietti, Tommaso - In: Applied economics 37 (2005) 5, pp. 497-506
Persistent link: https://www.econbiz.de/10002699296