Signal extraction error in nonstationary time series
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Special Studies Papers with number 112.
Date of creation: 1978
Date of revision:
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- Tommaso Proietti, 2008.
"Structural Time Series Models for Business Cycle Analysis,"
CEIS Research Paper
109, Tor Vergata University, CEIS, revised 10 Jul 2008.
- Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany.
- Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
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