Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter

Computational Statistics and Data Analysis

Volumn 52, Issue 2, 2007, Pages 975-998

  Maravall, A ^a   del Rio A ^a  

^a BANCO DE ESPAÑA   (Spain)

Author keywords

ARIMA models; Business cycles; Filtering and smoothing; Time aggregation; Time series; Trend estimation

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; SAMPLING; SIGNAL FILTERING AND PREDICTION; TIME SERIES ANALYSIS;

BUSINESS CYCLES; SMOOTHING; TIME AGGREGATION; TREND ESTIMATION;

TEMPORAL LOGIC;

EID: 35148886759     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.08.001     Document Type: Article

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