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Carmichael's arctan trend : precursor of smooth transition functions
Mills, Terence C.; Patterson, Kerry D. - 2013
Persistent link: https://www.econbiz.de/10010201211
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Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach
Thomakos, Dimitrios D.; Hassani, Hossein; Patterson, … - 2013
Persistent link: https://www.econbiz.de/10010201220
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Modelling the trend : the historical origins of some modern methods and ideas
Patterson, Kerry D.; Mills, Terence C. - 2013
Persistent link: https://www.econbiz.de/10010201223
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Log-periodogram estimation of the long-memory parameter : a review and evaluation of competing estimators
Heravi, Saeed M.; Patterson, Kerry D. - 2013
Persistent link: https://www.econbiz.de/10010201225
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The predictive performance of fundamental inflation concepts : an application to the euro area and the United States
McKnight, Stephen; Mihailov, Alexander; Patterson, Kerry D. - 2014
Persistent link: https://www.econbiz.de/10010359843