The following pages link to Long-Run Covariability (Q4630012):
Displayed 5 items.
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- The spectral analysis of the Hodrick–Prescott filter (Q5095293) (← links)
- A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)