Search Results - subject:"piecewise linear trends"

Breusch, Trevor; Vahid, Farshid - Department of Econometrics and Business Statistics, … - 2011

Are global temperatures on a warming trend? It is difficult to be certain about trends when there is so much variation in the data and very high correlation from year to year. We investigate the question using statistical time series methods. Our analysis shows that the upward movement over the...

Persistent link: https://www.econbiz.de/10008862079

Piecewise linear trends and cycles in primary commodity prices

Winkelried, Diego - In: Journal of international money and finance 64 (2016), pp. 196-213

Persistent link: https://www.econbiz.de/10011668389

An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application

Kurita, Takamitsu; Nielsen, Heino Bohn; Rahbek, Anders - School of Economics and Management, University of Aarhus - 2009

a linear trend in Nielsen and Rahbek (2007) and for I(1) models with piecewise linear trends in Johansen, Mosconi, and … CREATES Research Paper 2009-28 An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and … a linear trend in Nielsen and Rahbek (2007) and for I(1) models with piecewise linear trends in Johansen, Mosconi, and …

Persistent link: https://www.econbiz.de/10004994214

An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application

Kurita, Takamitsu; Nielsen, Heino Bohn; Rahbek, Anders - Økonomisk Institut, Københavns Universitet - 2009

a linear trend in Nielsen and Rahbek (2007) and for I(1) models with piecewise linear trends in Johansen, Mosconi, and …

Persistent link: https://www.econbiz.de/10005014886

When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices

Yamada, Hiroshi; Yoon, Gawon - In: Journal of International Money and Finance 42 (2014) C, pp. 193-207

period, we examine if the hypothesis holds sometimes during the sample period by estimating the piecewise linear trends of … primary commodity prices. We employ the new ℓ1 trend filtering proposed by Kim et al. (2009) to estimate the piecewise linear … trends. We find that the Prebisch–Singer hypothesis holds sometimes, but not always, for many of the primary commodities in …

Persistent link: https://www.econbiz.de/10011048434

When Grilli and Yang meet Prebisch and Singer : piecewise linear trends in primary commodity prices

Yamada, Hiroshi; Yoon, Gawon - In: Journal of international money and finance 42 (2014), pp. 193-207

Persistent link: https://www.econbiz.de/10010372666