Measuring and comparing smoothness in time series. The production smoothing hypothesis

DOI10.1016/0304-4076(94)90059-0MaRDI QIDQ1341192zbMATH OpenOpenAlexFDO

Authors L. M. Froeb, Robert A. Koyak

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 3416874 (Why is no real title available?)
• A graphical method for estimating the residual variance in nonparametric regression
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• An exponential model for the spectrum of a scalar time series

Cited in

(2)

• 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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