A nonparametric method for asymmetrically extending signal extraction filters
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- Luis Fernando Melo Velandia & Daniel Parra Amado, 2014.
"Efectos calendario sobre la producción industrial en Colombia,"
BORRADORES DE ECONOMIA
011241, BANCO DE LA REPÚBLICA.
- Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Efectos calendario sobre la producción industrial en Colombia," Borradores de Economia 820, Banco de la Republica de Colombia.
- Wildi Marc & McElroy Tucker, 2016. "Optimal Real-Time Filters for Linear Prediction Problems," Journal of Time Series Econometrics, De Gruyter, vol. 8(2), pages 155-192, July.
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KeywordsARIMA model ; nonstationary time series ; seasonal adjustment ; X‐11 ;
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