The effect of linear filters on dynamic time series with structural change (Q1906288)
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scientific article; zbMATH DE number 843654
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| English | The effect of linear filters on dynamic time series with structural change |
scientific article; zbMATH DE number 843654 |
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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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0.8171553015708923
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0.8165714144706726
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0.7671668529510498
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0.7615151405334473
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