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On Structural Time Series Models and the Characterization of Components

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Author Info
Maravall, Agustin
Abstract

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 3 (1985)
Issue (Month): 4 (October)
Pages: 350-55
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Handle: RePEc:bes:jnlbes:v:3:y:1985:i:4:p:350-55

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  1. Ester Ruiz & Fernando Lorenzo, 1997. "Prediction with univariate time series models: The Iberia case," Documentos de Trabajo (working papers) 0298, Department of Economics - dECON. [Downloadable!]
  2. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Banco de España Working Papers 0208, Banco de España. [Downloadable!]
  3. Franz C. Palm & Carlo C. A. Winder, 1990. "Economic Theory and Structural Time Series Models for Aggregate Consumption," Annales d'Economie et de Statistique, ADRES, issue 18, pages 02, Avril-Jui. [Downloadable!]
  4. Yoshinori Kawasaki & Philip Hans Franses, 2003. "Detecting seasonal unit roots in a structural time series model," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(4), pages 373-387, May. [Downloadable!] (restricted)
Statistics
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This page was last updated on 2009-12-19.


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