Measuring and comparing smoothness in time series. The production smoothing hypothesis
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Publication:1341192
DOI10.1016/0304-4076(94)90059-0zbMath0825.62952OpenAlexW2013437351MaRDI QIDQ1341192
Robert A. Koyak, Luke M. Froeb
Publication date: 28 November 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)90059-0
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DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY ⋮ A Review of Some Modern Approaches to the Problem of Trend Extraction
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