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Programs TRAMO and SEATS: instructions for the user (beta version: September 1996)
V Gómez, A Maravall Herrero
Documentos de Trabajo/Banco de España, 9628, 1996
597*1996
Estimation, prediction, and interpolation for nonstationary series with the Kalman filter
V Gómez, A Maravall
Journal of the American Statistical Association 89 (426), 611-624, 1994
2921994
Programs TRAMO (Time Series Regression with Arima Noise, Missing Observations and Outliers) and SEATS (Signal Extraction in Arima Time Series): Instructions for the User (Beta …
V Gomez, A Maravall
Dirección General de Análisis y Programación Presupuestaria. Ministerio de …, 1997
2421997
Measuring business cycles in economic time series
R Kaiser, A Maravall
Springer Science & Business Media, 2012
2312012
Estimation of the business cycle: A modified Hodrick-Prescott filter
R Kaiser, A Maravall
Spanish Economic Review 1, 175-206, 1999
2281999
Time aggregation and the Hodrick-Prescott filter
A Maravall, A Del Rio
Banco de España, 2001
2252001
Unobserved components in economic time series
A Maravall
Handbook of Applied Econometrics Volume 1: Macroeconomics, 1-51, 1999
2111999
An application of nonlinear time series forecasting
A Maravall
Journal of Business & Economic Statistics 1 (1), 66-74, 1983
1801983
Stochastic linear trends: Models and estimators
A Maravall
Journal of Econometrics 56 (1-2), 5-37, 1993
1761993
Seasonal adjustment and signal extraction in economic time series
V Gómez, A Maravall
A course in time series analysis, 202-247, 2001
1622001
Automatic modeling methods for univariate series
V Gomez, A Maravall
A course in time series analysis, 171-201, 2001
1552001
Missing observations in ARIMA models: Skipping approach versus additive outlier approach
V Gómez, A Maravall, D Peña
Journal of Econometrics 88 (2), 341-363, 1999
1321999
A prototypical seasonal adjustment model
A Maravall, DA Pierce
Journal of Time Series Analysis 8 (2), 177-193, 1987
1121987
Programs TRAMO and SEATS: Instructions for the user (Beta version: June 1997)
V Gomez, A Maravall
see the following website: http://www. bde. es/bde/en/secciones/servicios …, 1997
1001997
Program TSW reference manual
G Caporello, A Maravall Herrero, FJ Sánchez Gálvez
Documentos de Trabajo/Banco de España, 0112, 2001
992001
Temporal aggregation, systematic sampling, and the Hodrick–Prescott filter
A Maravall, A Del Rio
Computational Statistics & Data Analysis 52 (2), 975-998, 2007
952007
On structural time series models and the characterization of components
A Maravall
Journal of Business & Economic Statistics 3 (4), 350-355, 1985
911985
Identification in dynamic shock-error models
A Maravall
Springer Science & Business Media, 2012
812012
Seasonal outliers in time series
R Kaiser, A Maravall Herrero
Documentos de Trabajo/Banco de España, 9915, 1999
751999
Combining filter design with model-based filtering (with an application to business-cycle estimation)
R Kaiser, A Maravall
International Journal of Forecasting 21 (4), 691-710, 2005
682005
En aquests moments el sistema no pot dur a terme l'operació. Torneu-ho a provar més tard.
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