An application of TRAMO-SEATS : model selection and out-of-sample performance : the Swiss CPI series

Title
  1. An application of TRAMO-SEATS : model selection and out-of-sample performance : the Swiss CPI series / Agustín Maravall and Fernando J. Sánchez.
Published by
  1. Madrid : Banco de España, 2000.
Author
  1. Maravall, Agustín.

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StatusFormatTextAccessRequest in advanceCall numberHB1.A1 D62 no.0014Item locationOff-site

Details

Additional authors
  1. Sánchez, Fernando J.
  2. Banco de España. Servicio de Estudios.
Description
  1. 37 pages : illustrations; 24 cm.
Series statement
  1. Documento de Estudios (Banco de España. Servicio de Estudios) ; no.0014
Uniform title
  1. Documento de Estudios (Banco de España. Servicio de Estudios) ; no. 14.
Alternative title
  1. Model selection and out-of-sample performance
  2. Swiss CPI series
Subject
  1. Seasonal variations (Economics) > Switzerland > Statistical methods
  2. Information measurement
  3. Time-series analysis
  4. Filters (Mathematics)
  5. Consumer price indexes > Switzerland > Statistical methods
Owning institution
  1. Columbia University Libraries
Bibliography (note)
  1. Includes bibliographical references (p.36-37).