Open AccessOptimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration
Author(s) -
Dimitrios D. Thomakos
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1113331
Subject(s) - cointegration , smoothing , econometrics , unit root , mathematics , extraction (chemistry) , unit (ring theory) , statistics , economics , chemistry , chromatography , mathematics education
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