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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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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
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The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000933522
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Flexible seasonal long memory and economic time series
Ooms, Marius - 1995
Persistent link: https://www.econbiz.de/10000943980
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The Hodrick-Prescott filter, a generalisation, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - 1996
Persistent link: https://www.econbiz.de/10000955815
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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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A note on the effect of seasonal dummies on the periodogram regression
Ooms, Marius; Hassler, Uwe - 1996
Persistent link: https://www.econbiz.de/10000959597
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How spurious seasonality results from seasonal dummies regressions when time series have linear trends
Hassler, Uwe; Nautz, Dieter - 1997
Persistent link: https://www.econbiz.de/10000960059
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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