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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence

Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]

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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

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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

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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