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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of political economy"
~person:"Yamada, Hiroshi"
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Time series analysis
United States
Estimation
3
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Estimation theory
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Beta risk
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Business cycle
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Decomposition method
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Hodrick-Prescott filtering
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double-exponential distribution
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fat-tailed distribution
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l1 trend filtering
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Yamada, Hiroshi
Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
6
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4
Chang, Tsangyao
4
Gupta, Rangan
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Applied economics letters
Journal of political economy
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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2
Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
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