Trend estimation and de-trending via rational square-wave filters

Journal of Econometrics

Volumn 99, Issue 2, 2000, Pages 317-334

  Pollock, D S G ^a,b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Frequency domain analysis; Linear filtering; Signal extraction; Trend estimation

Indexed keywords

EID: 0001477884     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00028-2     Document Type: Article

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