NOTE ON TREND REMOVAL METHODS - CASE OF POLYNOMIAL REGRESSION VERSUS VARIATE DIFFERENCING

被引:73
作者
CHAN, KH
HAYYA, JC
ORD, JK
机构
[1] CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
[2] UNIV WARWICK,COVENTRY CV4 7AL,WARWICKSHIRE,ENGLAND
[3] PENN STATE UNIV,UNIVERSITY PK,PA 16801
关键词
D O I
10.2307/1911686
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:737 / 744
页数:8
相关论文
共 12 条
[1]  
Barth J.R., 1974, NEB J EC BUS, V13, P48
[2]   INVESTIGATIONS OF NONSTATIONARITY IN PRICES [J].
BONESS, AJ ;
CHEN, AH ;
JATUSIPI.S .
JOURNAL OF BUSINESS, 1974, 47 (04) :518-537
[3]  
BOX GEP, 1971, TIME SERIES ANALYSIS
[4]   CONSTRUCTION ACTIVITY AND SECULAR CHANGE IN UNITED-STATES [J].
CARGILL, TF .
APPLIED ECONOMICS, 1971, 3 (02) :85-97
[5]   SPECTRAL-ANALYTIC TEST OF LONG-SWING HYPOTHESIS IN CANADA [J].
HARKNESS, JP .
REVIEW OF ECONOMICS AND STATISTICS, 1968, 50 (04) :429-436
[6]  
HUNG CK, 1974, THESIS PENNSYLVANIA
[7]  
JENKINS GM, 1969, SPECTRAL ANALYSIS IT
[8]  
RAYNER JN, 1971, INTRO SPECTRAL ANALY
[9]   INTEREST RATES IN 1950S [J].
SARGENT, TJ .
REVIEW OF ECONOMICS AND STATISTICS, 1968, 50 (02) :164-172
[10]  
SMITH VK, 1972, J FINANC, V27, P589