LIBROS DEL AUTOR: a maravall

2 resultados para LIBROS DEL AUTOR: a maravall

a maravall Eliminar filtro Quitar filtros
  • Measuring Business Cycles in Economic Time Series
    A. Maravall / R. Kaiser / Regina Kaiser
    This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA mode...
    Disponible

    66,71 €

  • Identification in Dynamic Shock-Error Models
    A. Maravall
    Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre­ 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic feature...
    Disponible

    66,84 €