Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898): Difference between revisions
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scientific article
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English | Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter |
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Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (English)
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2 June 2009
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time series
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filtering and smoothing
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time aggregation
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trend estimation
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business cycles
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ARIMA models
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