General model-based filters for extracting cycles and trends in economic time series :: A. C. Harvey :: University of Cambridge. Dept. of Applied Economics 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title General model-based filters for extracting cycles and trends in economic time series
Author A. C. Harvey
Contributors Thomas M. Trimbur, Thomas M. Trimbur
Publisher University of Cambridge. Dept. of Applied Economics
Publication date 2001
Publication location Cambridge
Language English

Topics

Electric filters, Bandpass
Electric filters
Kalman filtering
Missing observations (Statistics)
Seasonal variations (Economics)
Time-series analysis

Catalogue Data

OBNB ID GBA168352
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 21 p.
P1042 Includes bibliographical references.

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General model-based filters for extracting cycles and trends in economic time series by A. C. Harvey. Published by University of Cambridge. Dept. of Applied Economics in 2001. Publication and catalogue information, links to buy online and reader comments.