{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,4,25]],"date-time":"2023-04-25T12:56:03Z","timestamp":1682427363122},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2002,5,16]],"date-time":"2002-05-16T00:00:00Z","timestamp":1021507200000},"content-version":"unspecified","delay-in-days":45,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,4]]},"abstract":"<jats:p>This paper considers a continuous time unobserved components \nmodel in which the cyclical component follows a \ndifferential-difference equation whereas the trend and seasonal \ncomponents follow more standard differential equations. Estimation \nof the parameters of the model with either a stock or a flow \nvariable is analyzed using a frequency domain Gaussian estimator \nwhose asymptotic properties are derived paying particular attention \nto the role of a truncation parameter that arises in the practical \ncomputation of the spectral density function. The results of \na simulation exercise, which assesses the finite sample performance \nof the estimator, are also provided.<\/jats:p>","DOI":"10.1017\/s0266466602182077","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T17:01:57Z","timestamp":1037293317000},"page":"387-419","source":"Crossref","is-referenced-by-count":12,"title":["MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE \nEQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK"],"prefix":"10.1017","volume":"18","author":[{"given":"Marcus J.","family":"Chambers","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Joanne S.","family":"McGarry","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2002,5,16]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602182077","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,7]],"date-time":"2019-04-07T16:33:00Z","timestamp":1554654780000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602182077\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2002,4]]}},"alternative-id":["S0266466602182077"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602182077","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,4]]}}}