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A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the 'business cycle
Beveridge, Stephen; Nelson, Charles R. - In: Journal of monetary economics 7 (1981) 2, pp. 151-174
Persistent link: https://www.econbiz.de/10001907850
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Tests of causality : the message in the innovations
Schwert, G. William; Nelson, Charles R.; Sims, … - In: Three aspects of policy and policymaking : knowledge, …, (pp. 55-96). 1979
Persistent link: https://www.econbiz.de/10002791425
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Hypothesis testing based on goodness-of-fit in the moving average time series modell
Nelson, Charles R.; Shea, Gary S. - In: Journal of econometrics 10 (1979) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10002568365
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The interpretation of R2 in autoregressivemoving average time series models
Nelson, Charles R. - In: The American statistician : a publication of the … 30 (1976) 4, pp. 175-180
Persistent link: https://www.econbiz.de/10002568376
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Pitfalls in the use of time as an explanatory variable in regression
Nelson, Charles R.; Kang, Heejoon - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10002568390
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Spurious periodicity in inappropriately detrended time series
Nelson, Charles R.; Kang, Heejoon - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 741-751
Persistent link: https://www.econbiz.de/10002568451
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Trends and random walks in macroeconomic time series : some evidence and implications
Nelson, Charles R.; Plosser, Charles I. - In: Journal of monetary economics 10 (1982) 2, pp. 139-162
Persistent link: https://www.econbiz.de/10002568542
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Macroeconomic time-series, business cycles and macroeconomic policies
Stulz, René M.; Wasserfallen, Walter; Nelson, Charles R. - In: Understanding monetary regimes, (pp. 9-53). 1985
Persistent link: https://www.econbiz.de/10002884679