General model-based filters for extracting cycles and trends in economic time series
Year of publication: |
2003
|
---|---|
Authors: | Harvey, Andrew C. ; Trimbur, Thomas M. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 2, p. 244-255
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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