Spurious periodicity in inappropriately detrended time series
Charles R. Nelson and Heejoon Kang
| Year of publication: |
1981
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|---|---|
| Authors: | Nelson, Charles R. ; Kang, Heejoon |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 49.1981, 3, p. 741-751
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| Subject: | Statistik Zeitreihe |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002568451