Trends cycles and seasons : econometric methods of signal extraction
Year of publication: |
2018
|
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Authors: | Pollock, David Stephen G. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 228-246
|
Subject: | Frequency-domain filters | seasonal adjustment | trend extraction | Wiener-Kolmogorov filters | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component | Theorie | Theory | Ökonometrie | Econometrics | Saisonale Schwankungen | Seasonal variations | Fourier-Analyse | Fourier analysis | Statistische Verteilung | Statistical distribution |
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