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

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

Mathematics Subject Classification ID

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

Related Items (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

Cites Work

• 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
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