We discuss martingales, detrending data, and the efficient market hypothesis (EMH) for stochastic processes x(t) with …

We highlight how detrending within Structural Vector Autoregressions (SVAR) is directly linked to the shock …

, we have also used some kind of detrending methods to adjust for the shifts in the turnover series. We have used six … different kind of detrending methods like linear, logarithmic, first differencing, moving average, seasonal deseasonalization … detrending them by each of the above stated procedures. Linear, log-linear, GRT detrending and kernel regression seem to do …

deficiencies, however, univariate detrending methods are frequently adopted for both policy oriented and academic research. This … paper proposes a new procedure for combining univariate detrending techniques which is based on revisions of the estimated …

deficiencies, however, univariate detrending methods are frequently adopted for both policy oriented and academic research. This … paper proposes a new procedure for combining univariate detrending techniques which is based on revisions of the estimated …