General model-based filters for extracting cycles and trends in economic time series /
Harvey, A. C.(Andrew C.)
Trimbur, Thomas M.
University of Cambridge.Department of Applied Economics.
Cambridge : University of Cambridge. Dept. of Applied Economics,
2001.
Includes bibliographical references.
Time-series analysis.
Electric filters, Bandpass.
Kalman filtering.
Electric filters.
Missing observations (Statistics)
Seasonal variations (Economics)