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Time-series-based econometrics : unit roots and co-integrations
Hatanaka, Michio - 1996
Persistent link: https://www.econbiz.de/10000543880
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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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A trend filtering method closely related to l1 trend filtering
Yamada, Hiroshi - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1413-1423
Persistent link: https://www.econbiz.de/10011950263
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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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Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?
Yamada, Hiroshi - In: Applied economics letters 25 (2018) 2, pp. 102-105
Persistent link: https://www.econbiz.de/10011853703
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HPX filter : a hybrid of Hodrick-Prescott filter and multiple regression
Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 661-671
Persistent link: https://www.econbiz.de/10015123209
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Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
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The identification problem in regression models with time varying parameters in random walk
Hatanaka, Michio - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 36 (1985) 2, pp. 133-147
Persistent link: https://www.econbiz.de/10001008389
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Are there unit roots in real economic variables? : (An encompassing analysis of difference and trend stationarity)
Hatanaka, Michio - In: The Japanese economic review : the journal of the … 46 (1995) 2, pp. 166-190
Persistent link: https://www.econbiz.de/10001190894
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Estimation of a regression model on two or more sets of differently grouped data
Fukushige, Mototsugu - In: Journal of econometrics 47 (1991) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10001099512