On the correlations of trend-cycle errors

DOI10.1016/J.ECONLET.2012.04.028MaRDI QIDQ694914zbMATH OpenOpenAlexFDO

Authors Tatsuma Wada

Publication date 19 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.04.028

zbMATH Keywords

cycle decompositionmaximum likelihoodtrendunit-root

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cited in

(2)

• Trend–Cycle Decompositions with Correlated Components
• scientific article; zbMATH DE number 5226608 (Why is no real title available?)

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