SPURIOUS PERIODICITY IN INAPPROPRIATELY DETRENDED TIME-SERIES

被引:195
作者
NELSON, CR
KANG, H
机构
关键词
D O I
10.2307/1911520
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:741 / 751
页数:11
相关论文
共 4 条
[1]   NOTE ON TREND REMOVAL METHODS - CASE OF POLYNOMIAL REGRESSION VERSUS VARIATE DIFFERENCING [J].
CHAN, KH ;
HAYYA, JC ;
ORD, JK .
ECONOMETRICA, 1977, 45 (03) :737-744
[2]   TYPICAL SPECTRAL SHAPE OF AN ECONOMIC VARIABLE [J].
GRANGER, CWJ .
ECONOMETRICA, 1966, 34 (01) :150-&
[3]  
HANNAN EJ, 1958, J ROY STAT SOC B, V20, P323
[4]   LOW FREQUENCY VARIATION IN ECONOMIC TIME SERIES [J].
HATANAKA, M ;
HOWREY, EP .
KYKLOS, 1969, 22 (04) :752-766