Detrending time-aggregated data

DOI10.1016/J.ECONLET.2005.06.001zbMath1254.91629OpenAlexW2611005539MaRDI QIDQ1928709

David Aadland

Publication date: 3 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=1237&context=eri

zbMATH Keywords

aggregationspectralfiltersaliasingdetrending

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• Low frequency filtering and real business cycles
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Discrete Approximations to Continuous Time Distributed Lags in Econometrics

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