The effect of linear filters on dynamic time series with structural change
type: Item
instance of: scholarly article
title: The effect of linear filters on dynamic time series with structural change
zbMATH Open document ID: 0834.62093
DOI: 10.1016/0304-4076(94)01684-4
author: Eric Ghysels
author: Pierre Perron
published in: Journal of Econometrics
publication date: 1996-02-12T00:00:00Z
full work available at URL: http://hdl.handle.net/1866/2038
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 843654
zbMATH Keywords: unit roots
zbMATH Keywords: asymptotic bias
zbMATH Keywords: census X-11 filter
zbMATH Keywords: structural change
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: linear filtering
zbMATH Keywords: seasonal adjustment filters
MaRDI profile type: Publication
OpenAlex ID: W2065639247
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description: scientific article; zbMATH DE number 843654