Trend estimation and de-trending via rational square-wave filters

[1]  D. J. Farlie,et al.  Prediction and Regulation by Linear Least-Square Methods , 1964 .

[2]  Norbert Wiener,et al.  Extrapolation, Interpolation, and Smoothing of Stationary Time Series , 1964 .

[3]  C. Reinsch Smoothing by spline functions , 1967 .

[4]  J. Burman Seasonal Adjustment by Signal Extraction , 1980 .

[5]  Steven C. Hillmer,et al.  An ARIMA-Model-Based Approach to Seasonal Adjustment , 1982 .

[6]  P. Whittle Prediction and Regulation by Linear Least-Square Methods , 1983 .

[7]  A. Harvey,et al.  Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study , 1983 .

[8]  Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response , 1983 .

[9]  Charles I. Plosser,et al.  Real Business Cycles , 1983, Journal of Political Economy.

[10]  W. Bell,et al.  Signal Extraction for Nonstationary Time Series , 1984 .

[11]  R. Kohn,et al.  Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions , 1985 .

[12]  Finn E. Kydland,et al.  Business cycles: real facts and a monetary myth , 1990 .

[13]  P. D. Jong The Diffuse Kalman Filter , 1991 .

[14]  Sergio Rebelo,et al.  Low Frequency Filtering And Real Business Cycles , 1993 .

[15]  A. Harvey,et al.  Detrending, stylized facts and the business cycle , 1993 .

[16]  Siem Jan Koopman,et al.  Stamp 5.0 : structural time series analyser, modeller and predictor , 1996 .

[17]  Timothy Cogley,et al.  Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research , 1995 .

[18]  D. S. G. Pollock,et al.  A handbook of time-series analysis, signal processing and dynamics , 1999 .

[19]  C. Brezinski Interpolation and Extrapolation , 2001 .