Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP
Author:
Affiliation:
1. Department of Economics, West Virginia University
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1365-2966.2007.00422.x
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1. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
2. A theory-consistent system approach for estimating potential output and the NAIRU
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4. Computation and analysis of multiple structural change models
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