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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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  • Chan, K Hung & Hayya, Jack C & Ord, J Keith, 1977. "A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing," Econometrica, Econometric Society, vol. 45(3), pages 737-744, April.
    • Handle: RePEc:ecm:emetrp:v:45:y:1977:i:3:p:737-44
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    Cited by:

    1. 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.
    2. 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.
    3. Zhiming LONG & Rémy HERRERA, 2020. "Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes—A Mathematical Proof and Its Verification by Simulation," Mathematics, MDPI, vol. 8(11), pages 1-19, November.
    4. 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.
    5. Rainer Metz, 2011. "Do Kondratieff waves exist? How time series techniques can help to solve the problem," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(3), pages 205-238, October.
    6. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023. "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, vol. 64(3), pages 1219-1246, March.
    7. Lawrence E. Raffalovich, 1994. "Detrending Time Series," Sociological Methods & Research, , vol. 22(4), pages 492-519, May.
    8. 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.
    9. Woitek, Ulrich, 2003. "Height cycles in the 18th and 19th centuries," Economics & Human Biology, Elsevier, vol. 1(2), pages 243-257, June.
    10. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
    11. Guyomard, H. & Tavéra, C., 1990. "Technical change and agricultural supply-demand analysis problems of measurement and problems of interpretation," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 26.
    12. Ahmet E. Kocagil & Kudret Topyan, 1997. "An empirical note on demand for speculation and futures risk premium: A Kalman Filter application," Review of Financial Economics, John Wiley & Sons, vol. 6(1), pages 77-93.
    13. Nelson, Charles R & Kang, Heejoon, 1984. "Pitfalls in the Use of Time as an Explanatory Variable in Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 73-82, January.
    14. Freitas, Paulo S.A. & Rodrigues, Antonio J.L., 2006. "Model combination in neural-based forecasting," European Journal of Operational Research, Elsevier, vol. 173(3), pages 801-814, September.
    15. Pollock D. S. G., 2013. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Journal of Time Series Econometrics, De Gruyter, vol. 6(1), pages 81-102, September.
    16. Jürgen Wolters & Uwe Hassler, 2006. "Unit Root Testing," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56, Springer.
    17. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
    18. Ahmed El Hachemi Mazighi, 2003. "The efficiency of natural gas futures markets," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 27(2), pages 143-158, June.
    19. 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.

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