A filter-based Method for Trend-cycle Estimation: the Theoretic Framework of TEXAMF/2 Procedure

Maria Zoia, Mario Faliva

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)191-229
Number of pages39
JournalANNALI DI STATISTICA
Publication statusPublished - 2000

Keywords

  • filter-based method
  • trend cycle

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