STAMP
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Related Items (37)
Trends cycles and seasons: Econometric methods of signal extraction ⋮ Removing seasonality under a changing regime: filtering new car sales ⋮ A Review of Some Modern Approaches to the Problem of Trend Extraction ⋮ Stochastic and deterministic trend in state space models ⋮ Time series modeling with Matlab: the SSpace toolbox ⋮ Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends ⋮ State space models for time series with patches of unusual observations ⋮ The multiple testing problem for Box-Pierce statistics ⋮ Hyper-spherical and elliptical stochastic cycles ⋮ Inferences in Stochastic Volatility Models: A New Simpler Way ⋮ On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond ⋮ Introduction to the special issue on statistical signal extraction and filtering ⋮ Econometric methods of signal extraction ⋮ Estimation of market power in the presence of firm level inefficiencies ⋮ The Econometric Analysis of Seasonal Time Series ⋮ A measure of output gap for Italy through structural time series models ⋮ An adaptive resampling scheme for cycle estimation ⋮ Recursive and en-bloc approaches to signal extraction ⋮ Computing the mean square error of unobserved components extracted by misspecified time series models ⋮ Diagnosing seasonal shifts in time series using state space models ⋮ Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation ⋮ Confidence Intervals for the Hyperparameters in Structural Models ⋮ Linear dynamic harmonic regression ⋮ Filtering With Heavy Tails ⋮ Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility ⋮ Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters ⋮ Tests of strict stationarity based on quantile indicators ⋮ Time Series Modelling of Daily Tax Revenues ⋮ Is the Phillips curve still alive? Evidence from the euro area ⋮ Trend estimation and de-trending via rational square-wave filters ⋮ Unnamed Item ⋮ Econometric software development: past, present and future ⋮ Testing for a slowly changing level with special reference to stochastic volatility ⋮ Properties of higher order stochastic cycles ⋮ SMOOTHING WITH AN UNKNOWN INITIAL CONDITION ⋮ Testing the currency-substitution model under the German hyperinflation ⋮ Unnamed Item
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