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Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R. - 1987
Persistent link: https://www.econbiz.de/10000762599
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The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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Earnings growth and the bull market of the 1990s : is there a case for rational exuberance?
Bae, Jinho; Nelson, Charles R. - In: Journal of macroeconomics 29 (2007) 4, pp. 690-707
Persistent link: https://www.econbiz.de/10003586684
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Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun; Nelson, Charles R.; Startz, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009512627
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Business-cycle filtering of macroeconomic data via a latent business-cycle index
Dueker, Michael; Nelson, Charles R. - In: Macroeconomic dynamics 10 (2006) 5, pp. 573-594
Persistent link: https://www.econbiz.de/10003391091
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
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The uncertain trend in US GDP
Murray, Christian J.; Nelson, Charles R. - In: Journal of monetary economics 46 (2000) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10001488181
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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853