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A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing

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  • Chan, K Hung
  • Hayya, Jack C
  • Ord, J Keith

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 45 (1977)
Issue (Month): 3 (April)
Pages: 737-44

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Handle: RePEc:ecm:emetrp:v:45:y:1977:i:3:p:737-44

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Cited by:
  1. Stephen Pollock, 2014. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Discussion Papers in Economics 14/03, Department of Economics, University of Leicester.
  2. Charles R. Nelson & Heejoon Kang, 1983. "Pitfalls in the use of Time as an Explanatory Variable in Regression," NBER Technical Working Papers 0030, National Bureau of Economic Research, Inc.
  3. Liubomir Ivanov, 2001. "Critical Analysis of the Thesis for the Long Waves of Kondratiev," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 28-63.
  4. Kocagil, Ahmet E. & Topyan, Kudret, 1997. "An empirical note on demand for speculation and futures risk premium: A Kalman Filter application," Review of Financial Economics, Elsevier, vol. 6(1), pages 77-93.
  5. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March.
  6. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
  7. Khanna, Tarun & Thomas, Catherine, 2009. "Synchronicity and firm interlocks in an emerging market," Journal of Financial Economics, Elsevier, vol. 92(2), pages 182-204, May.
  8. Franses, Philip Hans & Kleibergen, Frank, 1996. "Unit roots in the Nelson-Plosser data: Do they matter for forecasting?," International Journal of Forecasting, Elsevier, vol. 12(2), pages 283-288, June.

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