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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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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
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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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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
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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