Kolmogorov-Wiener Filters for Finite Time Series
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
- Dimitrios D. Thomakos, 2008.
"Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration,"
Working Paper series
14_08, Rimini Centre for Economic Analysis.
- Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers 0024, University of Peloponnese, Department of Economics.
- repec:rdg:wpaper:em-dp2013-04 is not listed on IDEAS
- Dimitrios Thomakos & Hossein Hassani & Kerry Patterson, 2013. "Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach," Economics & Management Discussion Papers em-dp2013-04, Henley Business School, Reading University.
- Eric Ghysels & Jonathan H. Wright, 2006. "Forecasting professional forecasters," Finance and Economics Discussion Series 2006-10, Board of Governors of the Federal Reserve System (US).
More about this item
Keywordsbusiness cycles; mechanical filters; spectral analysis; bootstrap;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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