Econometric methods of signal extraction
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Publication:959313
DOI10.1016/j.csda.2005.07.010zbMath1445.62315OpenAlexW2138952397MaRDI QIDQ959313
Publication date: 11 December 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/62927
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (7)
Removing seasonality under a changing regime: filtering new car sales ⋮ Band-limited component estimation in time-limited economic series ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering ⋮ Multivariate modelling of long memory processes with common components ⋮ Signal extraction and filtering by linear semiparametric methods ⋮ Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter ⋮ Linear dynamic harmonic regression
Uses Software
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