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The effect of misspecification in models for extracting trends and cycles Davide Delle Monache1 and Andrew Harvey2 1 Faculty of Economics, University of Cambridge
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University of Cambridge Faculty /
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Organization
University of Cambridge Faculty of Economics /
Faculty of Economics /
University of Cambridge /
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Person
Harvey Monache /
Delle Monache /
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JEL classification codes
Journal of Economic Literature
Data analysis
Kalman filter
Estimator
Smoothing
Statistics
Estimation theory
Time series analysis