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Signal extraction error in nonstationary time series

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  • David A. Pierce

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  • David A. Pierce, 1978. "Signal extraction error in nonstationary time series," Special Studies Papers 112, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgsp:112
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    Cited by:

    1. Tommaso Proietti, 2009. "Structural Time Series Models for Business Cycle Analysis," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 9, pages 385-433, Palgrave Macmillan.
    2. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.

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