Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
| Year of publication: |
2005
|
|---|---|
| Authors: | Meyer, Mark ; Peter Winker* |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 89.2005, 3, p. 303-320
|
| Publisher: |
Springer |
| Subject: | HP filter | spurious regression | detrending |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005371277