Open Data Biblioteca Nacional de Portugal


República Portuguesa: Ministério da Cultura
Biblioteca Nacional de Portugal

Catálogo da BNP: acesso por Identificadores Unívocos
Registos Bibliográficos associados ao registo de autoridade

Etiqueta de registo: 00692cam 2200241 450
001 682045
003 http://id.bnportugal.gov.pt/bib/catbnp/682045
005 19990106000000.0
095 ## $aPTBN00895596
100 ## $a19970523d1993 k y0pory0103 ba
101 0# $aeng
102 ## $aIT
105 ## $ay z 000yy
106 ## $ar
200 1# $aInitializing the kalman filter with incompletely specified initial conditions
210 #9 $aSan Domenico$cEuropean University Institute,$dimp. 1993
215 ## $a20, [8] p.
225 2# $aEUI working paper ECO$v93/7
320 ## $aBibliografia, p. 20
675 ## $a330.43$vBN$zpor$3339573
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997 ## $aBIBEOD

Etiqueta de registo: 00729cam 22002533 450
001 682367
003 http://id.bnportugal.gov.pt/bib/catbnp/682367
005 19990106000000.0
095 ## $aPTBN00895921
100 ## $a19970527d1994 k y0pory0103 ba
101 0# $aeng
102 ## $aIT
105 ## $ay z 001yy
106 ## $ar
200 1# $aProgram SEATS "Signal extraction in ARIMA time series" instructions for the user
210 #9 $aSan Domenico$cEuropean University Institute,$dimp. 1994
215 ## $a34, [6] p.
225 2# $aEUI working paper ECO$v94/28
320 ## $aBibliografia, p. 5-6
675 ## $a330.43$vBN$zpor$3339573
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997 ## $aBIBEOD

Etiqueta de registo: 00767cam 2200253 450
001 682373
003 http://id.bnportugal.gov.pt/bib/catbnp/682373
005 19990106000000.0
095 ## $aPTBN00895927
100 ## $a19970527d1994 k y0pory0103 ba
101 0# $aeng
102 ## $aIT
105 ## $ay z 001yy
106 ## $ar
200 1# $aProgram TRAMO "Time series regression with ARIMA noise, missing observations, and outliers", instructions for the user
210 #9 $aSan Domenico$cEuropean University Institute,$dimp. 1994
215 ## $a31, [7] p.
225 2# $aEUI working paper ECO$v94/31
320 ## $aBibliografia, p. 5-6
675 ## $a330.43$vBN$zpor$3339573
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997 ## $aBIBEOD

Etiqueta de registo: 00721cam 2200253 450
001 382399
003 http://id.bnportugal.gov.pt/bib/catbnp/382399
005 19981230000000.0
095 ## $aPTBN00408588
100 ## $a19930119d1992 m y0pory0103 ba
101 0# $aeng
102 ## $aIT
105 ## $aa z 000yy
106 ## $ar
200 1# $aTime Series Regression with Arima Noise and Missing Observations$eprogram TRAM
210 #9 $aFlorence$cEuropean University Institute,$dimp. 1992
215 ## $a[4], 158 p.
225 2# $aEUI working paper ECO$v92/81
675 ## $a330.4$vBN$zpor$3339568
675 ## $a519.68$vBN$zpor$3292039
675 ## $a80(043)$vBN$zpor$3290688
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997 ## $aBIBEOD

Etiqueta de registo: 00664cam 2200229 450
001 368166
003 http://id.bnportugal.gov.pt/bib/catbnp/368166
005 19981230000000.0
095 ## $aPTBN00392836
100 ## $a19920928d1992 k y0pory0103 ba
101 0# $aeng
102 ## $aIT
106 ## $ar
200 1# $aEstimation, prediction and interpolation for nonstationary series with the kalman filter
210 #9 $aFlorence$cEuropean University Institute,$dimp. 1992
215 ## $a[4], 30 p.
225 2# $aEUI working paper ECO$v92/80
675 ## $a330.4$vBN$zpor$3339568
675 ## $a517.5$vBN$zpor$3299285
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997 ## $aBIBEOD

Etiqueta de registo: 00691cam 2200253 450
001 368122
003 http://id.bnportugal.gov.pt/bib/catbnp/368122
005 19981230000000.0
095 ## $aPTBN00392791
100 ## $a19920928d1992 k y0pory0103 ba
101 0# $aeng
102 ## $aIT
106 ## $ar
200 1# $aSignal extraction in ARIMA time series
210 #9 $aFlorence$cEuropean University Institute,$dimp. 1992
215 ## $a[4], 214 p.
225 2# $aEUI working paper ECO$v92/65
675 ## $a330.4$vBN$zpor$3339568
675 ## $a519.68$vBN$zpor$3292039
675 ## $a80(043)$vBN$zpor$3290688
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997 ## $aBIBEOD

Etiqueta de registo: 00663cam 22002533 450
001 637465
003 http://id.bnportugal.gov.pt/bib/catbnp/637465
005 19990105000000.0
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021 ## $aES$bM. 3635/96
095 ## $aPTBN00849093
100 ## $a19970106d1996 k a0pory0103 ba
101 0# $aeng
102 ## $aES
105 ## $ay z 001yy
106 ## $ar
200 1# $aPrograms TRAMO and SEATS
210 #9 $aMadrid$cBanco de España,$d1996
215 ## $a[8], 124, [4] p.
225 2# $aDocumento de trabajo,$x0213-2710$v9628
675 ## $a681.3.02/.06$vBN$zpor$3467753
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Etiqueta de registo: 00754cam 02200277 04500
001 886149
003 http://id.bnportugal.gov.pt/bib/catbnp/886149
005 19990511000000.0
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095 ## $aPTBN01014218
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105 ## $ay z 001yy
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200 1# $aAutomatic modeling methods for univariate series
210 #9 $a[Madrid]$cBanco de España,$dD.L. 1998
215 ## $a52, [4] p.
225 2# $aDocumento de trabajo,$x0213-2710$v9808
320 ## $aBibliografia, p. 47-50
675 ## $a330.4$vBN$zpor$3339568
675 ## $a519.68$vBN$zpor$3292039
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Etiqueta de registo: 00740cam 02200265 04500
001 886152
003 http://id.bnportugal.gov.pt/bib/catbnp/886152
005 19990511000000.0
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095 ## $aPTBN01014221
100 ## $a19981021d1998 m y0pory0103 ba
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102 ## $aES
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106 ## $ar
200 1# $aSeasonal adjustment and signal extraction in economic time series
210 #9 $a[Madrid]$cBanco de España,$dD.L. 1998
215 ## $a61, [3] p.
225 2# $aDocumento de trabajo,$x0213-2710$v9809
320 ## $aBibliografia, p. 53-61
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Etiqueta de registo: 00779cam 02200277 04500
001 886142
003 http://id.bnportugal.gov.pt/bib/catbnp/886142
005 19990511000000.0
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095 ## $aPTBN01014211
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200 1# $aGuide for using the programs Tramo and Seats (Beta version, December 1997)
210 #9 $a[Madrid]$cBanco de España,$dD.L. 1998
215 ## $a44, [4] p.
225 2# $aDocumento de trabajo,$x0213-2710$v9805
675 ## $a330.44$vBN$zpor$3470514
675 ## $a330.46$vBN$zpor$3426890
675 ## $a681.3.02/.06$vBN$zpor$3467753
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