An alternative measure of random walk components in time series
- 1 January 1987
- journal article
- Published by Elsevier in Economics Letters
- Vol. 24 (3) , 227-230
- https://doi.org/10.1016/0165-1765(87)90121-2
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Univariate detrending methods with stochastic trendsJournal of Monetary Economics, 1986
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- On the Stochastic Realization ProblemSIAM Journal on Control and Optimization, 1979