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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364
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Sharp filters for business-cycle analysis
Pollock, David Stephen G. - 1998
Persistent link: https://www.econbiz.de/10000667379
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Modelling high frequency non-financial big time series with an application to jobless claims in Chile
Espasa Terrades, Antoni; Carlomagno, Guillermo - 2023
Persistent link: https://www.econbiz.de/10015173668
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Neuproduktprognose mit Wachstumskurvenmodellen : Prognoseprozess, Modellauswahl und Schätzung
Wintz, Tobias - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360877
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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
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Ein empirischer Vergleich neuerer Verfahren zur Saisonbereinigung und Komponentenzerlegung
Höpfner, Birgit - In: Wirtschaft und Statistik : WISTA (1998) 12, pp. 949-959
Persistent link: https://www.econbiz.de/10001438647
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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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Inference on long-run equilibrium relationship in economic time series
Lee, Hahn-shik - 1990
Persistent link: https://www.econbiz.de/10000834659
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On minimum mean squared error estimation of the noise in unobserved component models
Maravall Herrero, Agustín - 1986 - Rev. version
Persistent link: https://www.econbiz.de/10000842048
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Two papers on Arima signal extraction
Maravall Herrero, Agustín - 1988
Persistent link: https://www.econbiz.de/10000842225