Spurious trend and cycle in the state space decomposition of a time series with a unit root
Charles R. Nelson
| Year of publication: |
1987
|
|---|---|
| Authors: | Nelson, Charles R. |
| Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Zustandsraummodell | State space model | Konjunktur | Business cycle |
| Extent: | 19 S |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000762599