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Publications by Agustín Maravall
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment
Journal of Forecasting
Statistics
Probability
Uncertainty
Simulation
Management Science
Computer Science Applications
Management
Modeling
Strategy
Operations Research
Related publications
Signal Extraction and the Formulation of Unobserved Components Models
Econometrics Journal
Economics
Econometrics
Forecasting Daily Time Series Using Periodic Unobserved Components Time Series Models
Computational Statistics and Data Analysis
Statistics
Probability
Applied Mathematics
Computational Theory
Computational Mathematics
Mathematics
Discovering Unobserved Heterogeneity in Structural Equation Models to Avert Validity Threats
MIS Quarterly: Management Information Systems
Management
Computer Science Applications
Information Systems
Management Information Systems
Testing for Deterministic Trend and Seasonal Components in Time Series Models
Biometrika
Statistics
Probability
Uncertainty
Applied Mathematics
Biological Sciences
Agricultural
Mathematics
An Application of Seasonal Adjustment Methods Based on Hierarchical Bayesian Estimation to Homogenous Traffic Flow Data for Modeling Capacity Bottleneck Phenomena
Journal of Japan Society of Civil Engineers, Ser. D3 (Infrastructure Planning and Management)
CAMPLET: Seasonal Adjustment Without Revisions
Journal of Business Cycle Research
Probability
Statistics
Finance
Business
Uncertainty
Economics
International Management
Econometrics
A Multivariate Unobserved Components Model of Cyclical Activity
SSRN Electronic Journal
Nested Web Application Components Framework - A Comparison to Competing Software Component Models
Archmodels.Jl: Estimating Arch Models in Julia
SSRN Electronic Journal
