Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898)

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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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