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UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS

1983
Burridge, Peter   +3 more
openaire   +1 more source

Unobserved Component Models, Signal Extraction, and Filters

2019
Terence C Mills
exaly  

Unobserved Components Models for Economic Time Series

1980
openaire   +1 more source
unobserved components
kalman filter
state space methods
software tools
arma model
covid-19
financial kuznets curve
financial development
income inequality
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