Pitfalls in the econometric analysis of HP filtered data : a Monte Carlo study
Year of publication: |
2005
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Authors: | Meyer, Mark ; Winker, Peter |
Published in: |
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics. - Baden-Baden : Nomos-Verl.-Ges., ISBN 3-8329-1272-X. - 2005, p. 109-131
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Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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