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- W1521037963 abstract "This paper gives an account of a variety of linear filters which can be used for extracting trends from economic time series and for generating de-trended series. A family of rational square-wave filters is described which enable designated frequency ranges to be selected or rejected. Their use is advocated in preference to other filters which are commonly used in quantitative economic analysis." @default.
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- W1521037963 date "2008-10-20" @default.
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- W1521037963 title "Trend Estimation And De-Trending Using Bidirectional Filtering" @default.
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