Pages that link to "Item:Q1590285"
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The following pages link to Measuring business cycles in economic time series (Q1590285):
Displaying 11 items.
- Time series smoothing by penalized least squares (Q144387) (← links)
- Improved frequency selective filters (Q951867) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
- Evaluation of Recursive Detection Methods for Turning Points in Financial Time Series (Q2802801) (← links)
- Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria (Q2974951) (← links)
- Trend estimation of financial time series (Q3103150) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084) (← links)
- A Review of Some Modern Approaches to the Problem of Trend Extraction (Q5080160) (← links)
- Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness (Q5138654) (← links)
