Program SEATS "signal extraction in ARIMA time series" instructions for the user von Maravall, Agustín

Use and misuse of unobserved components in economic forecasting von Maravall, Agustín

Unobserved components in economic time series von Maravall, Agustín

Encompassing univariate models in multivariate time series a case study von Maravall, Agustín, Mathis, Alexandre

Missing observations and additive outliers in time series models von Maravall, Agustín, Pena, Daniel

Identification in dynamic shock-error models von Maravall, Agustín

Identification in dynamic shock-error models von Maravall, Agustín

Measuring business cycles in economic time series von Kaiser, Regina, Maravall, Agustín

Inhaltsverzeichnis

Program TSW reference manual von Caporello, Gianluca, Maravall, Agustín, Sánchez, Fernando J.

Programs TRAMO and SEATS von Gómez, Víctor, Maravall, Agustín

Program TRAMO "Time series regression with ARIMA noise, missing observations and outliers" instructions for the user von Gómez, Víctor, Maravall, Agustín

Initializing the Kalman filter with incompletely specified initial conditions von Gómez, Víctor, Maravall, Agustín

Estimation, prediction and interpolation for nonstationary series with the Kalman Filter von Gómez, Víctor, Maravall, Agustín

Stochastic linear trends models and estimators von Maravall, Agustín

Identificaiton in dynamic shock-error models von Maravall, Agustín

Estimation of the permanent and transitory component of an economic variable with an application to M1 von Maravall, Agustín

Time aggregation and the Hodrick-Prescott filter von Maravall, Agustín, Río, Ana del

Two discussions on new seasonal adjustment methods von Maravall, Agustín

Program SEATS "Signal extraction in ARIMA time series" instructions for the user von Maravall, Agustín, Gómez, Víctor

Estimation error and the specification of unobserved component models von Maravall, Agustín