New algorithms for dating the business cycle (Q957217)

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New algorithms for dating the business cycle
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    title
    New algorithms for dating the business cycle (English)
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    author
    Tommaso Proietti
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    publication date
    26 November 2008
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    zbMATH DE Number
    5374171
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    zbMATH Keywords
    signal extraction
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    band-pass filters
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    Markov chains
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    simulation smoothing
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    coincident indicators
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    describes a project that uses
    Ox
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    TRAMO
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