The effect of linear filters on dynamic time series with structural change (Q1906288)

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The effect of linear filters on dynamic time series with structural change
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    The effect of linear filters on dynamic time series with structural change (English)
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    12 February 1996
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    unit roots
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    asymptotic bias
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    census X-11 filter
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    structural change
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    Monte Carlo simulations
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    linear filtering
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    seasonal adjustment filters
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