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Econometric methods of signal extraction

  • Pollock, D.S.G.

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File URL: http://www.sciencedirect.com/science/article/B6V8V-4GSC0XY-6/2/fbffd3fa5e6aaa11a8f10ef0beb1d9ce
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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 50 (2006)
Issue (Month): 9 (May)
Pages: 2268-2292

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Handle: RePEc:eee:csdana:v:50:y:2006:i:9:p:2268-2292
Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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  1. Pollock, D.S.G., 2000. "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M. 00a04, Universite Aix-Marseille III.
  2. repec:bot:quadip:73 is not listed on IDEAS
  3. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
  4. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
  5. Marianne Baxter & Robert G. King, 1995. "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series," NBER Working Papers 5022, National Bureau of Economic Research, Inc.
  6. Peter Young & Cho Ng & Peter Armitage, 1989. "A systems approach to recursive economic forecasting and seasonal adjustment," Discussion Paper / Institute for Empirical Macroeconomics 8, Federal Reserve Bank of Minneapolis.
  7. Pollock, D. S. G., 2003. "Improved frequency selective filters," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 279-297, March.
  8. Findley, David F, et al, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 127-52, April.
  9. Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1, June.
  10. Harvey, A.C. & Trimbur, T.M., 2001. "General Model-based Filters for Extracting Cycles and Trends in Economic Time Series," Cambridge Working Papers in Economics 0113, Faculty of Economics, University of Cambridge.
  11. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
  12. Lawrence J. Cristiano & Terry J. Fitzgerald, 1998. "The business cycle: it's still a puzzle," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 56-83.
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