Extracting Business Cycles Using Semi-Parametric Time-Varying Spectra with Applications to Us Macroeconomic Time Series
Year of publication: |
2006
|
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Authors: | Koopman, Siem Jan ; Wong, Soon Y. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2006 erstellt |
Other identifiers: | 10.2139/ssrn.948403 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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