On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
| Year of publication: |
2011
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|---|---|
| Authors: | McElroy, Tucker ; Trimbur, Thomas |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 30.2011, 5, p. 475-514
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