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Articoli pubblicati da: Maravall, Augustin


Risultato della ricerca: (15 titoli )

Encompassing univariate models in multivariate time series: a case study
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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Estimation error and the specification of unobserved component models
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
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Estimation, prediction and interpolation for nonstationary series with the Kalman filter
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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his document contains an update of the User Instructions for the programs T ram o (“Time Series Regression with ARIMA Noise, Missing Observations, and Outliers”) and Seats ('Signal Extraction in ARIMA Time Series'). Some of the new features are the following: Both programs can now be run in an entirely automatic manner, with a fast or a detailed identification procedure; the maximum number of observations has been increased to 600; the restrictions in the orders of the polynomials previously required by Seats have been removed; and a new “business cycle” component has been added.
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1995
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Initializing the Kalman filter with incompletely specified initial conditions
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
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Missing observations and additive outliers in time series models
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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Program seats 'signal extraction in Arima time series': instructions for the user
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
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Program TRAMO 'time series regression with Arima noise, missing observations, and outliers'. Instructions for the user
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
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Short-term analysis of macroeconomic time series
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
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Signal extraction in Arima time series program seats
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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Stochastic linear trends: models and estimators
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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Time series regression with Arima noise and missing observations program TRAM
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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Unobserved components in arch models: an application to seasonal adjustment
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
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Unobserved components in economic time series
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
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Use and misuse of unobserved components in economic forecasting
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
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