scientific article; zbMATH DE number 4054857
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- Signal extraction and filtering by linear semiparametric methods
- Pooling forecasts in linear rational expectations models
- Spectral utility, Wiener-Hopf techniques, and rational expectations
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- Solving generalized multivariate linear rational expectations models
- The Chow-Lin method extended to dynamic models with autocorrelated residuals
- Trend estimation and de-trending via rational square-wave filters
- Sharp filters for short sequences
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- Improved inference for moving average disturbances in nonlinear regression models
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- Multiple partial adjustment of portfolios under rational expectations
- ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES
- A frequency domain algorithm for maximum likelihood estimation of gaussian fields
- Forecasting trends with asset prices
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