Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root
Year of publication: |
November 1987
|
---|---|
Authors: | Nelson, Charles R. |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Zustandsraummodell | State space model | Konjunktur | Business cycle |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER technical working paper series ; no. t0063 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/t0063 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R., (1987)
-
Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root
Nelson, Charles R., (2021)
-
Ahmed, Mumtaz, (2021)
- More ...
-
Predictable Stock Returns : Reality or Statistical Illusion?
Nelson, Charles R., (1990)
-
A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
Turner, Christopher M., (1989)
-
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
Kim, Myung Jig, (1988)
- More ...