UNIVARIATE DETRENDING METHODS WITH STOCHASTIC TRENDS

被引：339

作者：

WATSON, MW ^{[1
]}

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

来源：

JOURNAL OF MONETARY ECONOMICS | 1986年 / 18卷 / 01期

关键词：

D O I：

10.1016/0304-3932(86)90054-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：49 / 75

页数：27

共 26 条

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