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A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
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When are direct multi-step and iterative forecasts identical?
McElroy, Tucker - In: Journal of forecasting 34 (2015) 4, pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
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Detrending economic time series : a Bayesian generalization of the Hodrick-Prescott filter
Trimbur, Thomas M. - In: Journal of forecasting 25 (2006) 4, pp. 247-273
Persistent link: https://www.econbiz.de/10003364172
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Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter
Trimbur, Thomas M. - In: Journal of forecasting 25 (2006) 4, pp. 247-274
Persistent link: https://www.econbiz.de/10007276197
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A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-622
Persistent link: https://www.econbiz.de/10009343396