مرکز منطقه ای اطلاع رساني علوم و فناوري - Combining filter design with model-based filtering (with an application to business-cycle estimation)

Title of article :

Combining filter design with model-based filtering (with an application to business-cycle estimation)

Author/Authors :

Regina Kaiser، نويسنده , , Agust?n Maravall، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

691

To page :

710

Keywords :

Filtering and smoothing , Time series , Hodrick-Prescott filter , ARIMA models , Trend and cycle estimation

Journal title :

International Journal of Forecasting

Serial Year :

2005

Journal title :

International Journal of Forecasting

Record number :

179183

Link To Document :