Cyclical properties of Baxter-King filtered time series
Year of publication: |
2003
|
---|---|
Authors: | Murray, Christian J. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 2, p. 472-476
|
Subject: | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States |
-
Méthodes dʾinférence exactes pour un modèle de régression avec erreurs AR(2) Gaussiennes
Dufour, Jean-Marie, (2004)
-
Stochastic specification and the international GDP series
Bhargava, Alok, (2001)
-
Dufour, Jean-Marie, (2002)
- More ...
-
State of the art unit root tests and purchasing power parity
Lopez, Claude, (2004)
-
Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude, (2008)
-
Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude, (2008)
- More ...