Finance and Economics Discussion Series: Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass (Paperback or Softback).

Seller Inventory # BBS-9781288708277

Contact seller

Report this item

Bibliographic Details

Title: Finance and Economics Discussion Series: Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass (Paperback or Softback)
Publisher: 2/5/2013
Publication Date: 2013
Language: English
ISBN 10: 1288708270
ISBN 13: 9781288708277
Binding: Soft cover
Condition: New
Weight: 0.19 pounds

About this title

Synopsis

This paper sets out the theoretical foundations for continuous-time signal extraction in econometrics. Continuous-time modeling gives an effective strategy for treating stock and flow data, irregularly spaced data, and changing frequency of observation. We rigorously derive the optimal continuous-lag filter when the signal component is nonstationary, and provide several illustrations, including a new class of continuous-lag Butterworth filters for trend and cycle estimation.

"About this title" may belong to another edition of this title.

Store Description

Save up to 90% on your favorite items at BargainBookStores.com! Our 20,000 square foot warehouse in Grand Rapids, Michigan is filled with hundreds of thousands of books and consumer goods, all at the lowest prices! We've been serving internet customers with great deals since 2001. All books ship from Grand Rapids, Michigan. 100% Customer Satisfaction Guaranteed We want to ensure your satisfaction. If you are dissatisfied with your purchase or shopping experience, we would like to hear from you. Please contact us by email: cs@bargainbookstores.com. Please be sure to include your contact information and order number. We do not charge a restocking fee for returns. Your Privacy BargainBookStores.com does not provide, sell or market customer information to other businesses or organizations.

Visit Seller's Storefront

Seller's business information

BargainBookStores
3423 Lousma Dr SE, Grand Rapids, MI, 49548, U.S.A.

Sale & Shipping Terms

Terms of Sale

BargainBookStores guarantees 100% Customer Satisfaction. We ship worldwide and offer a variety of shipping methods to meet your needs. Please place your order directly via ABEBooks.com. We accept payment by MasterCard and Visa. For more information, contact us by email at cs@bargainbookstores.com. Full contact info is below:

BargainBookStores.com LLC
3423 Lousma Dr SE
Grand Rapids, MI 49548

Shipping Terms

We will ship to all domestic and most international destinations.

Please note: Shipping times are estimated and are not guaranteed by BargainBookStores.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	4 to 10 business days	4 to 9 business days
First item	US$ 0.00	US$ 39.50

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.