Real Time Analysis Based on Reproducing Kernel Henderson Filters/Análisis en tiempo real basado en la reproducción de los filtros de núcleo de Henderson
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References listed on IDEAS
- Dagum, Estela Bee & Bianconcini, Silvia, 2008. "The Henderson Smoother in Reproducing Kernel Hilbert Space," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 536-545.
- 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 127-152, April.
- Quenneville, Benoit & Ladiray, Dominique & Lefrancois, Bernard, 2003. "A note on Musgrave asymmetrical trend-cycle filters," International Journal of Forecasting, Elsevier, vol. 19(4), pages 727-734.
- Estela Bee Dagum & Silvia Bianconcini, 2013. "A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces," Econometric Reviews, Taylor & Francis Journals, vol. 32(7), pages 848-867, October.
- Tommaso Proietti & Alessandra Luati, 2008. "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper 112, Tor Vergata University, CEIS, revised 14 Jul 2008.
- Wallis, Kenneth F, 1981. "Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments," The Warwick Economics Research Paper Series (TWERPS) 198, University of Warwick, Department of Economics.
More about this item
KeywordsFiltro de Henderson; Espacios de núcleo de Hilbert; estimadores de alisado. ; Henderson Filters; Kernel Hilbert spaces; smoothing estimators.;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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