Narrow search
Showing 1 - 10 of 12,300
Cover Image
Wie lange ist die "Langzeit"? : historische Methoden der Wirtschaftsforschung - kritisch betrachtet
Louçã, Francisco - In: Kondratieffs Zyklen der Wirtschaft : an der Schwelle …, (pp. 265-281). 1998
Persistent link: https://www.econbiz.de/10001300970
Cover Image
The practice okf econometrics : a feminist critique
Bechtold, Brigitte H. - In: Review of radical political economics 31 (1999) 3, pp. 40-52
Persistent link: https://www.econbiz.de/10001430599
Cover Image
Why You Should Never Use the Hodrick-Prescott Filter
Hamilton, James D. - 2017
Here's why. (1) The HP filter produces series with spurious dynamic relations that have no basis in the underlying data-generating process. (2) Filtered values at the end of the sample are very different from those in the middle, and are also characterized by spurious dynamics. (3) A statistical...
Persistent link: https://www.econbiz.de/10012955932
Cover Image
Why you should never use the Hodrick-Prescott filter
Hamilton, James D. - 2017
Persistent link: https://www.econbiz.de/10011669403
Cover Image
Why you should never use the Hodrick-Prescott filter
Hamilton, James D. - In: The review of economics and statistics 100 (2018) 5, pp. 831-843
Persistent link: https://www.econbiz.de/10011959934
Cover Image
Why You Should Never Use the Hodrick-Prescott Filter
Hamilton, James D. - 2017
Here's why. (1) The HP filter produces series with spurious dynamic relations that have no basis in the underlying data-generating process. (2) Filtered values at the end of the sample are very different from those in the middle, and are also characterized by spurious dynamics. (3) A statistical...
Persistent link: https://www.econbiz.de/10012455252
Cover Image
Why you should never use the Hodrick-Prescott filter : comment
Moura, Alban - 2022
Persistent link: https://www.econbiz.de/10013400174
Cover Image
Government control and economic growth in Asia : evidence from time series data
Sattar, Zaidi - In: The Pakistan development review : PDR 32 (1993) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10001160394
Cover Image
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Cover Image
Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin; Okhrin, Ostap; Zhou, Qian M.; Song, … - 2013
statistics, so that the resulting test will make a desirable test power among the involved tests. This hybrid method is …
Persistent link: https://www.econbiz.de/10009789426