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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~person:"Koopman, Siem Jan"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
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Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
Koopman, Siem Jan
;
Wong, Soon Yip
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10009233911
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