Realisations 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).
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- D.S.G. Pollock, 2017. "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics 17/03, Department of Economics, University of Leicester.
- repec:prg:jnlpep:v:preprint:id:512:p:1-18 is not listed on IDEAS
- D. S. G. Pollock, 2016. "Econometric Filters," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
- repec:prg:jnlpep:v:2015:y:2015:i:5:id:512:p:1-18 is not listed on IDEAS
- Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, University of Economics, Prague, vol. 2015(5), pages 485-502.
More about this item
KeywordsSignal extraction; Linear filtering; Frequency-domain analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-09-20 (All new papers)
- NEP-ECM-2008-09-20 (Econometrics)
- NEP-ETS-2008-09-20 (Econometric Time Series)
- NEP-MST-2008-09-20 (Market Microstructure)
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