Articoli pubblicati da:
Maravall, AugustinRisultato 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
Estimation error and the specification of unobserved component models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
Estimation, prediction and interpolation for nonstationary series with the Kalman filter |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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
Initializing the Kalman filter with incompletely specified initial conditions |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
Missing observations and additive outliers in time series models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
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
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
Short-term analysis of macroeconomic time series |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
Signal extraction in Arima time series program seats |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
Stochastic linear trends: models and estimators |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
Time series regression with Arima noise and missing observations program TRAM |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1992
Unobserved components in arch models: an application to seasonal adjustment |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1994
Unobserved components in economic time series |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993
Use and misuse of unobserved components in economic forecasting |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1993