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An Exact Multivariate Model-Based Structural Decomposition

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  • Casals J.
  • Jerez M.
  • Sotoca S.

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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

Volume (Year): 97 (2002)
Issue (Month): (June)
Pages: 553-564

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Handle: RePEc:bes:jnlasa:v:97:y:2002:m:june:p:553-564

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Cited by:
  1. Kuo-Wei Lan & Karen Evans & Ming-An Lee, 2013. "Effects of climate variability on the distribution and fishing conditions of yellowfin tuna (Thunnus albacares) in the western Indian Ocean," Climatic Change, Springer, vol. 119(1), pages 63-77, July.
  2. José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos del Instituto Complutense de Análisis Económico 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  3. José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006. "Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising," Documentos del Instituto Complutense de Análisis Económico 0602, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  4. Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013. "Mean-variance portfolio methods for energy policy risk management," Documentos del Instituto Complutense de Análisis Económico 2013-41, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  5. Jaromir Benes & David Vavra, 2004. "Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle," Working Papers 2004/08, Czech National Bank, Research Department.
  6. Jerez, Miguel & Casals, Jose & Sotoca, Sonia, 2005. "Growth, cycles, and convergence in US regional time series: A personal point of view," International Journal of Forecasting, Elsevier, vol. 21(4), pages 687-689.
  7. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
  8. Beneš, Jaromír & Vávra, David, 2005. "Eigenvalue filtering in VAR models with application to the Czech business cycle," Working Paper Series 0549, European Central Bank.

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