Showing 1 - 10 of 405
This paper proposes strategies to detect time reversibility in stationary stochastic processes by using the properties of mixed causal and noncausal models. It shows that they can also be used for non-stationary processes when the trend component is computed with the Hodrick-Prescott filter...
Persistent link: https://www.econbiz.de/10013533248
Persistent link: https://www.econbiz.de/10000122458
Persistent link: https://www.econbiz.de/10000122465
Persistent link: https://www.econbiz.de/10000122466
Persistent link: https://www.econbiz.de/10000122477
Persistent link: https://www.econbiz.de/10000122498
Persistent link: https://www.econbiz.de/10000122538
Persistent link: https://www.econbiz.de/10000902084
Persistent link: https://www.econbiz.de/10000904892
Persistent link: https://www.econbiz.de/10000904952