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

by Tucker S. McElroy

This 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.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288699301
• ISBN13: 9781288699308
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 48 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"