Agustín Maravall

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series COMPSTAT	2020-07-21	Paper
Optimal signal extraction with correlated components Journal of Time Series Econometrics	2018-02-07	Paper
Reg-ARIMA model identification: empirical evidence Statistica Sinica	2016-10-26	Paper
Applying and interpreting model-based seasonal adjustment -- the euro-area industrial production series	2012-09-05	Paper
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment Computational Statistics and Data Analysis	2008-12-11	Paper
scientific article; zbMATH DE number 2060207 (Why is no real title available?)	2004-03-17	Paper
scientific article; zbMATH DE number 2060188 (Why is no real title available?)	2004-03-17	Paper
Estimation error and the specification of unobserved component models Journal of Econometrics	2001-01-04	Paper
Measuring business cycles in economic time series Lecture Notes in Statistics	2000-12-21	Paper
Missing observations in ARIMA models: Skipping approach versus additive outlier approach Journal of Econometrics	1999-11-16	Paper
scientific article; zbMATH DE number 1113902 (Why is no real title available?)	1998-03-30	Paper
Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter Journal of the American Statistical Association	1995-02-16	Paper
Encompassing univariate models in multivariate time series. A case study Journal of Econometrics	1994-04-12	Paper
On the dynamic structure of a seasonal component Journal of Economic Dynamics and Control	1989-01-01	Paper
A note on minimum mean squared error estimation of signals with unit roots Journal of Economic Dynamics and Control	1988-01-01	Paper
Revisions in ARIMA Signal Extraction	1986-01-01	Paper
Identification in dynamic shock-error models Lecture Notes in Economics and Mathematical Systems	1979-01-01	Paper
scientific article; zbMATH DE number 3576618 (Why is no real title available?)	1977-01-01	Paper

Research outcomes over time

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