Trends and cycles in non-stationary panel models

DOI10.1504/IJMMNO.2014.059939zbMATH Open1303.91132OpenAlexW2067186373MaRDI QIDQ478019FDOQ478019

Authors: Wen-Sheng Kang 

Publication date: 10 December 2014

Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmmno.2014.059939

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zbMATH Keywords

unobserved componentscycletrendsnon-stationary panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical analysis or methods applied to Markov chains (65C40) Economic time series analysis (91B84)

Cited In (4)

• What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?
• Nonstationary panels, panel cointegration, and dynamic panels
• An I(\(d\)) model with trend and cycles
• Estimating cross-section common stochastic trends in nonstationary panel data

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