Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration
Year of publication: |
2008-01
|
---|---|
Authors: | Thomakos, Dimitrios D. |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | cointegration | forecasting | linear øltering | singular spectrum analysis | smoothing | trend extraction and prediction | unit root |
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