Narrow search
Showing 1 - 10 of 17
Cover Image
Estimation of the business cycle: A modified Hodrick-Prescott filter
Kaiser, Regina; Maravall, Agustin - In: Spanish economic review : SER 1 (1999) 2, pp. 175
Persistent link: https://www.econbiz.de/10008049028
Cover Image
Book Reviews - Measuring Business Cycles in Economic Time Series. Springer Verlag, 2000
Kaiser, Regina; Maravell, Agustin; Ahking, Francis W. - In: Indian economic review : biannual journal of the Delhi … 36 (2001) 1, pp. 304-306
Persistent link: https://www.econbiz.de/10007666361
Cover Image
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina; Maravall, Agustín - In: International journal of forecasting 21 (2005) 4, pp. 691-710
Persistent link: https://www.econbiz.de/10007779278
Cover Image
Theory and Methods - Multifold Predictive Validation in ARMAX Time Series Models
Peña, Daniel; Sánchez, Ismael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 135-146
Persistent link: https://www.econbiz.de/10006607866
Cover Image
Theory and Methods - Cluster Identification Using Projections
Peña, Daniel; Prieto, Francisco J. - In: Journal of the American Statistical Association : JASA 96 (2001) 456, pp. 1433-1445
Persistent link: https://www.econbiz.de/10006618548
Cover Image
Theory and Methods - A Fast Procedure for Outlier Diagnostics in Large Regression Problems
Peña, Daniel; Yohai, Victor - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 434-445
Persistent link: https://www.econbiz.de/10006626731
Cover Image
Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-322
Persistent link: https://www.econbiz.de/10006757705
Cover Image
Forecasting growth with time series models
Peña, Daniel - In: Operations research, Management science : OR MS ; the … 35 (1995) 4, pp. 429-432
Persistent link: https://www.econbiz.de/10006532729
Cover Image
Missing observations in ARIMA models: Skipping approach versus additive outlier approach
Gomez, Victor; Maravall, Agustin; Peña, Daniel - In: Journal of econometrics 88 (1999) 2, pp. 341-364
Persistent link: https://www.econbiz.de/10006786616
Cover Image
Special Section on Exogeneity, Cointegration, and Economic Policy - Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example
Guerrero, Victor M.; Peña, Daniel; Poncela, Pilar - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 489-497
Persistent link: https://www.econbiz.de/10008218973