Kolmogorov-Wiener Filters for Finite Time Series
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 109.
Date of creation: 01 Aug 2003
Date of revision:
business cycles; mechanical filters; spectral analysis; bootstrap;
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- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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