A critical investigation on detrending procedures for non-linear processes-Reference-Cited by-同舟云学术

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A critical investigation on detrending procedures for non-linear processes

Published:2006-03 Issue:1 Volume:28 Page:175-191
ISSN:0164-0704
Container-title:Journal of Macroeconomics
language:en
Short-container-title:Journal of Macroeconomics

Author:

Dagum Estela Bee,Giannerini Simone

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference24 articles.

1. Unit root tests in the presence of uncertainty about the non-stochastic trend;Ayat;Journal of Econometrics,2000

2. Cointegration, Error Correction, and the Econometric Analysis of Non-Stationary Data;Banerjee,1993

3. Time Series Analysis: Forecasting and Control;Box,1970

4. A test for independence based on the correlation dimension;Brock;Econometric Reviews,1986

5. Time Series: Theory and Methods;Brockwell,1991

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1. An application for forecasting the number of applications to the emergency department with time series analysis and machine learning methods;Pamukkale University Journal of Engineering Sciences;2023

2. Determining the Impact of Different Forms of Stationarity on Financial Time Series Analysis;Business Research;2023

3. Effects of incorrect detrending on the coherency between non-stationary time series processes;Communications for Statistical Applications and Methods;2019-01-31

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5. Multiscale analysis of economic time series by scale-dependent Lyapunov exponent;Quantitative Finance;2013-02

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