Wiener Kolmogorov Filtering, Frequency-Selective Filtering, And Polynomial Regression
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- Macaro, Christian, 2010. "Bayesian non-parametric signal extraction for Gaussian time series," Journal of Econometrics, Elsevier, vol. 157(2), pages 381-395, August.
- Stephen Pollock, 2014.
"Trends Cycles and Seasons: Econometric Methods of Signal Extraction,"
Discussion Papers in Economics
14/04, Department of Economics, University of Leicester.
- D.S.G. Pollock, 2017. "Trends Cycles And Seasons: Econometric Methods Of Signal Extraction," Discussion Papers in Economics 17/02, Department of Economics, University of Leicester.
- D.S.G. Pollock, .
"IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods,"
Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
- D.S.G. Pollock, 2008. "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics 08/21, Department of Economics, University of Leicester.
- Tucker McElroy & Thomas Trimbur, 2015. "Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 209-227, March.
- D. S. G. Pollock, 2016. "Econometric Filters," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
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