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On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O., (2001)
Nonparametric and semiparametric methods in econometrics and statistics : proceedings of the fifth International Symposium in Economic Theory and Econometrics ; [held at Duke University on May 18-20, 1988]
Barnett, William A., (1991)
Kausalanalyse makroökonomischer Zusammenhänge mit latenten Variablen : mit einer empirischen Untersuchung des Transmissionsmechanismus monetärer Impulse
Hillmer, Matthias, (1993)
Testing for first order serial correlation in temporally aggregated regression models
Pereira, Pedro L. Valls, (2015)
Missing observations in stochastic difference equation with arma errors
Pereira, Pedro L. Valls, (1987)
Exact likelihood function for a regression model with MA(1) errors