Keywords
UnivariateEconometricsResidualSeries (stratigraphy)Time seriesStatisticsConsumption (sociology)EconomicsRegressionDetrended fluctuation analysisRandom walkMathematicsMultivariate statisticsAlgorithm
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Publication Info
- Year
- 1986
- Type
- article
- Volume
- 18
- Issue
- 1
- Pages
- 49-75
- Citations
- 865
- Access
- Closed
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Cite This
Mark W. Watson
(1986).
Univariate detrending methods with stochastic trends.
Journal of Monetary Economics
, 18
(1)
, 49-75.
https://doi.org/10.1016/0304-3932(86)90054-1
Identifiers
- DOI
- 10.1016/0304-3932(86)90054-1