Maximum likelihood estimation with HP filtered data : an invariance theorem
Timothy Cogley
| Year of publication: |
1994
|
|---|---|
| Authors: | Cogley, Timothy |
| Institutions: | Federal Reserve Bank of San Francisco (contributor) |
| Publisher: |
San Francisco : Federal Reserve Bank of San Francisco |
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 9 S |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department. - San Francisco, Calif., ZDB-ID 2262083-7. - Vol. 94,12 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000905755