A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing

DOI10.2307/1911686zbMath0358.62061OpenAlexW2027926063MaRDI QIDQ4130800

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Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911686

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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