Forecasting macroeconomic time series with locally adaptive signal extraction
نویسندگان
چکیده
منابع مشابه
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Acknowledgements The latest three years have been intellectually challenging and great fun. Completing the PhD and writing this thesis was an amazing journey that would not have been possible without the support and encouragement of many outstanding people. First and foremost I would like to express my special appreciation and thanks to my supervisors, Prof. Siem Jan Koopman and Francisco Blasq...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2010
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2009.12.011