Trend Extraction From Time Series With Structural Breaks
Year of publication: |
2007-05
|
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Authors: | Schlicht, Ekkehart |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Trend extraction | structural break | Hodrick-Prescott filter | Leser filter | spline | time-series | smoothing | interpolation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C63 - Computational Techniques ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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Trend extraction from time series with structural breaks
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