Econometric methods of signal extraction
نویسندگان
چکیده
منابع مشابه
Econometric methods of signal extraction
The econometric methods of signal extraction that are based on linear filters have attained a high level of sophistication. They have now coalesced into two distinct categories. In the first category are the methods that are favoured by the central statistical agencies of many of the OECD counties. These were developed in the North American agencies, notably in Statistics Canada (Dagum 1980) an...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2006
ISSN: 0167-9473
DOI: 10.1016/j.csda.2005.07.010