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