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Estimation Error and the Specification of Unobserved Component Models.
Maravall, A., (1996)
Applied time series analysis : modelling, forecasting, unobserved components analysis and the Wiener-Kolmogorov filter
Planas, Christophe, (1997)
Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter.
Kaiser, R., (1999)