Lacroix, Renaud (contributor) - 2008
time series presented in a companion
paper (Lacroix, (2008)). The procedure relies upon an extension of Beveridge … decomposition of a time series presented in a companion
paper (Lacroix, (2008)). The procedure allows for the simultaneous … estimation of the various components of a
time series (trend, cycle, seasonal components) in a single framework. The main tool is …