On the correlations of trend-cycle errors

DOI10.1016/J.ECONLET.2012.04.028zbMath1253.91152OpenAlexW2039756353MaRDI QIDQ694914

Tatsuma Wada

Publication date: 19 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.04.028

zbMATH Keywords

trendmaximum likelihoodcycle decompositionunit-root

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

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