Hide-and-Seek with time-series filters : a model-based Monte Carlo study
Year of publication: |
2020
|
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Authors: | Kufenko, Vadim |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 5, p. 2335-2361
|
Subject: | Model-based Monte Carlo simulations | Filtering | Spurious inferences | Spurious dynamic relations | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
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