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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Nonlinear dynamics and business cycles
Chen, Ping - 1987
Persistent link: https://www.econbiz.de/10000832570
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What are we learning about the long-run?
Granger, C. W. J. - In: The economic journal : the journal of the Royal … 103 (1993) 417, pp. 307-317
Persistent link: https://www.econbiz.de/10001146024
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Nonlinearities in economic dynamics
Scheinkman, José Alexandre - In: The economic journal : the journal of the Royal … 100 (1990) 400, pp. 33-48
Persistent link: https://www.econbiz.de/10001092994
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Solving nonlinear rational expectations models : a stochastic equilibrium model of interest rates
Novales, Alfonso - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001084880
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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
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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
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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
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Why you should never use the Hodrick-Prescott filter
Hamilton, James D. - 2017
Persistent link: https://www.econbiz.de/10011669403
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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