Pages that link to "Item:Q685909"
From MaRDI portal
The following pages link to Stochastic linear trends. Models and estimators (Q685909):
Displaying 18 items.
- New algorithms for dating the business cycle (Q957217) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Linear dynamic harmonic regression (Q1020902) (← links)
- Business cycle durations (Q1298429) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Testing for deterministic seasonality in mixed-frequency VARs (Q1668620) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Temporal and contemporaneous disaggregation of multiple economic time series (Q1969433) (← links)
- Seasonality in COVID-19 times (Q2126152) (← links)
- Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
- Trend estimation of financial time series (Q3103150) (← links)
- The beveridge-nelson decomposition: Properties and extensions (Q3598325) (← links)
- Forecasting trends with asset prices (Q4555084) (← links)
- FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
- Recursive and en-bloc approaches to signal extraction (Q4935568) (← links)
- Time series modeling and decomposition (Q5148504) (← links)
- Estimating trends with percentage of smoothness chosen by the user (Q6574224) (← links)
