Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series
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- Guglielmo Caporale & Luis Gil-Alana, 2007. "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(2), pages 155-169, April.
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"Semiparametric Inference in Seasonal and Cyclical Long Memory Processes,"
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- Dalla, Violetta & Hidalgo, Javier, 2005. "A parametric bootstrap test for cycles," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 219-261.
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More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2005-11-05 (Econometrics)
- NEP-ETS-2005-11-05 (Econometric Time Series)
- NEP-MAC-2005-11-05 (Macroeconomics)
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