Mills, Terence C. - 2021 - Second edition
Filtering Economic Time Series -- 5 Nonlinear and Nonparametric Trend and Cycle Modelling -- 6 Multivariate Modelling of Trends …Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving … of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on …