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Trend Extraction From Time Series With Structural Breaks and Missing Observations
Schlicht, Ekkehart - 2008
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10010427520
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Trend extraction from time series with structural breaks and missing observations
Schlicht, Ekkehart - 2008
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10003951479
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Trend Extraction From Time Series With Structural Breaks
Schlicht, Ekkehart - 2007
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10010427486
Cover Image
Trend Extraction From Time Series With Missing Observations
Schlicht, Ekkehart - 2007
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10010427491
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Trend Extraction From Time Series With Structural Breaks and Missing Observations
Schlicht, Ekkehart - Volkswirtschaftliche Fakultät, … - 2008
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10005649812
Cover Image
Trend extraction from time series with structural breaks
Schlicht, Ekkehart - 2007
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10003470549
Cover Image
Trend extraction from time series with missing observations
Schlicht, Ekkehart - 2007
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10003470551