{"product_id":"finance-and-economics-discussion-series-continuous-time-extraction-of-a-nonstationary-signal-with-illustrations-in-continuous-low-pass-and-band-pass-filtering-1288708270","title":"Finance and Economics Discussion Series: Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass Filtering","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 1288708270\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e McElroy, Tucker S\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51960846778656,"sku":"NEW1288708270","price":18.9,"currency_code":"USD","in_stock":true}],"url":"https:\/\/miakarts.com\/products\/finance-and-economics-discussion-series-continuous-time-extraction-of-a-nonstationary-signal-with-illustrations-in-continuous-low-pass-and-band-pass-filtering-1288708270","provider":"Miakarts Books","version":"1.0","type":"link"}