A note on the extraction of components from time series

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dc.contributor.author Pagan, AR
dc.date.accessioned 2011-02-07T06:26:00Z
dc.date.issued 1975-01
dc.identifier.citation Econometrica, 1975, 43 (1), pp. 163 - 168
dc.identifier.issn 0012-9682
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/13918
dc.description.abstract THIS NOTE SUGGESTS that the components models employed in [2, 3, 10, 11, 12 and 17] may be usefully analyzed within the state space framework found in the literature of control engineering. Such a formulation has the distinct advantage that a large corpus of filtering and estimation theory may then be brought to bear upon such models and has secondary benefits in the form of a greater lucidity of, and flexibility in, the exposition of the extraction problem. Further, by relating such models to a format that has widespread use in other fields, it is possible to exploit any future computational and theoretical advances therein.
dc.format Yes
dc.publisher Wiley-Blackwell
dc.relation.isbasedon 10.2307/1913421
dc.title A note on the extraction of components from time series
dc.type Journal Article
dc.parent Econometrica
dc.journal.volume 1
dc.journal.volume 43
dc.journal.number 1 en_US
dc.publocation USA en_US
dc.identifier.startpage 163 en_US
dc.identifier.endpage 168 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 1403 Econometrics
dc.for 1401 Economic Theory
dc.personcode 100844
dc.percentage 50 en_US
dc.classification.name Economic Theory en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


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