Finance and Economics Discussion Series: Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation

Language: English

Published by BiblioGov, 2013

1288699301 / 9781288699308

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KlappentextThis paper advances the theory and methodology of signal extraction by introducing asymptotic and finite sample formulas for optimal estimators of signals in nonstationary multivariate time series. Previous literature has cons.

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Title
Finance and Economics Discussion Series: Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation
Author
United States Federal Reserve Board|McElroy, Tucker S.|Trimbur, Thomas M.
Publisher
BiblioGov
Publication year
2013
Condition
New
Binding
Kartoniert / Broschiert
Language
English
ISBN 10
1288699301
ISBN 13
9781288699308

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

Shipping rates from Germany to U.S.A.

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