Trending time series and macroeconomic activity: Some present and future challenges
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Publication:1841083
DOI10.1016/S0304-4076(00)00048-8zbMath0961.62112OpenAlexW2135733627WikidataQ127109914 ScholiaQ127109914MaRDI QIDQ1841083
Publication date: 5 June 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00048-8
Related Items (17)
Trending time-varying coefficient time series models with serially correlated errors ⋮ Empirical likelihood for partially time-varying coefficient models with dependent observations ⋮ Testing for common trends in semi‐parametric panel data models with fixed effects ⋮ Variable selection in partially time-varying coefficient models ⋮ Statistical inference in partially time-varying coefficient models ⋮ Spurious regression ⋮ Empirical likelihood inference for partially time-varying coefficient errors-in-variables models ⋮ Semi-parametric modelling of temperature records ⋮ Wavelet estimation in time-varying coefficient time series models with measurement errors ⋮ Non‐parametric time‐varying coefficient panel data models with fixed effects ⋮ Semiparametric trending panel data models with cross-sectional dependence ⋮ Wavelet-M-estimation for time-varying coefficient time series models ⋮ Variable selection for partially time-varying coefficient error-in-variables models ⋮ Indirect inference for locally stationary models ⋮ Non-stationary structural model with time-varying demand elasticities ⋮ INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS ⋮ Wavelet estimation in time-varying coefficient models
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