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
20
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