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Measuring and comparing smoothness in time series the production smoothing hypothesis

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  • Froeb, Luke
  • Koyak, Robert

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  • Froeb, Luke & Koyak, Robert, 1994. "Measuring and comparing smoothness in time series the production smoothing hypothesis," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 97-122.
    • Handle: RePEc:eee:econom:v:64:y:1994:i:1-2:p:97-122
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    Cited by:

    1. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU," Working Paper series 21_08, Rimini Centre for Economic Analysis.
    2. [Reference to Proietti], Tommaso, 2000. "Comparing seasonal components for structural time series models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 247-260.
    3. Ionel Birgean & Lutz Kilian, 2002. "Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.
    4. Binge, Laurie H. & Boshoff, Willem H., 2021. "Measuring alternative asset prices in an emerging market: The case of the South African art market," Emerging Markets Review, Elsevier, vol. 47(C).
    5. Stefania Mignani & Marcello Pagnini, 2021. "How effective is financial education? Evidence from the Emilia-Romagna region," Working Paper series 21-08, Rimini Centre for Economic Analysis.

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