Tommaso Proietti

Economics and Econometrics · 2000–2013

A researcher in the Science corpus: 7 papers; trusts 6 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

Whom Tommaso Proietti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert Fildes
  2. S. J. Koopman
  3. Andrew S. Harvey
  4. Jurgen A. Doornik
  5. J. Durbin
  6. Filippo Moauro
  7. Thomas A. Severini
  8. James Mitchell
  9. Sílvia Gonçalves
  10. Benoît Mojon

Who trusts Tommaso Proietti overall

  1. Máximo Camacho
  2. Alysha M. De Livera
  3. K. H. Oh
  4. Rob J Hyndman
  5. James Morley
  6. Guodong Li
  7. Theodore Alexandrov
  8. J. De Gooijer
  9. Gabriel Pérez-Quirós
  10. Eric Zivot

Papers from Tommaso Proietti's perspective

Ordered by how strongly the researchers Tommaso Proietti trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A simple and efficient simulation smoother for state space time series analysis
  2. Time Series Analysis by State Space Methods
  3. Box–Cox transforms for realized volatility
  4. The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
  5. Estimating the Dimension of a Model
  6. Signal extraction and the formulation of unobserved components models
  7. Sequential Monte Carlo Methods in Practice
  8. An Omnibus Test for Univariate and Multivariate Normality
  9. An area-wide model for the euro area
  10. Some Stylised Facts on the Euro Area Business Cycle (Social Science Research Network)

Their papers