The effect of misspecification in models for extracting trends and cycles Davide Delle Monache1 and Andrew Harvey2 1 Faculty of Economics, University of Cambridge - Time series models - Document - PDFSEARCH.IO

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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 Add to Reading List Open Document File Size: 10,19 KB Share Result on Facebook / Facility University of Cambridge Faculty / / Organization University of Cambridge Faculty of Economics / Faculty of Economics / University of Cambridge / / Person Harvey Monache / Delle Monache / / SocialTag JEL classification codes Journal of Economic Literature Data analysis Kalman filter Estimator Smoothing Statistics Estimation theory Time series analysis

The effect of misspecification in models for extracting trends and cycles Davide Delle Monache1 and Andrew Harvey2 1 Faculty of Economics, University of CambridgeAdd to Reading List