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Kolmogorov-Wiener Filters for Finite Time Series

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  • Christoph Schleicher

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Bibliographic Info

Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 109.

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Date of creation: 01 Aug 2003
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Handle: RePEc:sce:scecf3:109

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Related research

Keywords: business cycles; mechanical filters; spectral analysis; bootstrap;

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Cited by:
  1. repec:rdg:wpaper:em-dp2013-04 is not listed on IDEAS
  2. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
  3. Eric Ghysels & Jonathan H. Wright, 2006. "Forecasting professional forecasters," Finance and Economics Discussion Series 2006-10, Board of Governors of the Federal Reserve System (U.S.).
  4. Dimitrios Thomakos & Hossein Hassani & Kerry Patterson, 2013. "Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach," Economics & Management Discussion Papers em-dp2013-04, Henley Business School, Reading University.
  5. Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 13/98, International Monetary Fund.

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