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On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
Luati, Alessandra
;
Proietti, Tommaso
- In:
Annals of the Institute of Statistical Mathematics : AISM
63
(
2011
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009135540
Saved in:
2
The Variance Profile
Luati, Alessandra
;
Proietti, Tommaso
;
Reale, Marco
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
498
,
pp. 607-622
Persistent link: https://www.econbiz.de/10009997399
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3
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
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4
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
Saved in:
5
Relationship between local and global nonparametric estimators measures of fitting and smoothing
Dagum, Estela Bee
;
Luati, Alessandra
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10009949821
Saved in:
6
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
Proietti, Tommaso
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 141-156
Persistent link: https://www.econbiz.de/10009949728
Saved in:
7
Seasonal specific structural time series
Proietti, Tommaso
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10009949820
Saved in:
8
Trend–Cycle Decompositions with Correlated Components
Proietti, Tommaso
- In:
Econometric reviews
25
(
2006
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10006871610
Saved in:
9
Forecasting and signal extraction with misspecified models
Proietti, Tommaso
- In:
Journal of forecasting
24
(
2005
)
8
,
pp. 539-556
Persistent link: https://www.econbiz.de/10006873461
Saved in:
10
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/10006473365
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