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On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker; Trimbur, Thomas M. - In: Econometric reviews 30 (2011) 5, pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
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Signal extraction for nonstationary multivariate time series with illustrations for trend inflation
McElroy, Tucker; Trimbur, Thomas M. - 2012
Persistent link: https://www.econbiz.de/10009658744