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Seasonal adjustment and signal extraction in economic times series
Gómez, Víctor - 1998
Persistent link: https://www.econbiz.de/10000995602
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Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10013420258
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Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín - 1994
Persistent link: https://www.econbiz.de/10013420271
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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
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Two discussions on new seasonal adjustment methods
Maravall Herrero, Agustín - 1997
Persistent link: https://www.econbiz.de/10000957252
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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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Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina; Maravall Herrero, Agustín - In: Spanish economic review : SER 1 (1999) 2, pp. 175-206
Persistent link: https://www.econbiz.de/10001464035
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A prototypical seasonal adjustment model
Maravall Herrero, Agustín; Pierce, David A. - 1986
Persistent link: https://www.econbiz.de/10000842046
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Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - 1996
Persistent link: https://www.econbiz.de/10000931864