The Realisation of Finite-Sample Frequency-Selective Filters
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References listed on IDEAS
- Alessandra Iacobucci & Alain Noullez, 2005.
"A Frequency Selective Filter for Short-Length Time Series,"
Springer;Society for Computational Economics, vol. 25(1), pages 75-102, February.
- Alain Noullez & Alessandra Iacobucci, 2004. "A Frequency-selective Filter for Short-Length Time Series," Computing in Economics and Finance 2004 128, Society for Computational Economics.
- Alessandra Iacobucci & Alain Noullez, 2004. "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE 2004-05, Observatoire Francais des Conjonctures Economiques (OFCE).
More about this item
KeywordsLinear filtering; Frequency-domain analysis;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-29 (All new papers)
- NEP-ECM-2008-04-29 (Econometrics)
- NEP-ETS-2008-04-29 (Econometric Time Series)
- NEP-MST-2008-04-29 (Market Microstructure)
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