Measuring business cycles with business-cycle models (Q1350461): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Nonlinear Econometric Models with Deterministically Trending Variables
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+Linear smoothers and additive models
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+Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson.
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+Effects of the Hodrick-Prescott filter on trend and difference stationary time series
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+Q4802629
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+A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
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+Low frequency filtering and real business cycles
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Q3795435
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+Testing for Common Trends
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