Consideration of Trends in Time Series
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DOI: 10.2202/1941-1928.1092
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Citations
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Cited by:
- Terence C. Mills, 2013. "Trends, cycles and structural breaks," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 3, pages 45-60, Edward Elgar Publishing.
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Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 1-26, February.
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Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
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"Truncated sum-of-squares estimation of fractional time series models with generalized power law trend,"
CREATES Research Papers
2022-07, Department of Economics and Business Economics, Aarhus University.
- Javier Hualde & Morten Ørregaard Nielsen, 2022. "Truncated sum-of-squares estimation of fractional time series models with generalized power law trend," Working Paper 1458, Economics Department, Queen's University.
- Peter C. B. Phillips & Zhentao Shi, 2021.
"Boosting: Why You Can Use The Hp Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
- Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
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Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, February.
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"Business Cycles, Trend Elimination, And The Hp Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.
- Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
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