STAMP

swMATH9536MaRDI QIDQ21517FDOQ21517

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Cited In (37)

• Econometric software development: past, present and future
• Hyper-spherical and elliptical stochastic cycles
• Econometric methods of signal extraction
• Introduction to the special issue on statistical signal extraction and filtering
• On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
• Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation
• Time Series Modelling of Daily Tax Revenues
• Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility
• The multiple testing problem for Box-Pierce statistics
• Diagnosing seasonal shifts in time series using state space models
• Linear dynamic harmonic regression
• Removing seasonality under a changing regime: filtering new car sales
• State space models for time series with patches of unusual observations
• Testing for a slowly changing level with special reference to stochastic volatility
• Recursive and en-bloc approaches to signal extraction
• A Review of Some Modern Approaches to the Problem of Trend Extraction
• Filtering With Heavy Tails
• SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
• Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
• Trends cycles and seasons: Econometric methods of signal extraction
• Inferences in Stochastic Volatility Models: A New Simpler Way
• Computing the mean square error of unobserved components extracted by misspecified time series models
• Title not available (Why is that?)
• Is the Phillips curve still alive? Evidence from the euro area
• An adaptive resampling scheme for cycle estimation
• A measure of output gap for Italy through structural time series models
• Estimation of market power in the presence of firm level inefficiencies
• The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
• Trend estimation and de-trending via rational square-wave filters
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• Testing the currency-substitution model under the German hyperinflation
• Stochastic and deterministic trend in state space models
• Title not available (Why is that?)
• Tests of strict stationarity based on quantile indicators
• Confidence Intervals for the Hyperparameters in Structural Models
• Time series modeling with Matlab: the SSpace toolbox
• Properties of higher order stochastic cycles

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