Long‐Run Covariability

By Ulrich K. Müller, Mark W. Watson. 2017

84 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/0ba174221f6a8633e20f246573d2ddd6eafa6d33

How researchers see this paper

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In Economics and Econometrics

1. Sainan Jin
2. Peter C. B. Phillips
3. Liangjun Su
4. Yixiao Sun
5. Jun Yu
6. Tassos Magdalinos
7. Donggyu Sul
8. Martin Wagner

Citations in the corpus

• BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER (2020, methodology): “Importantly, the linear trend limit applies when λ→∞ and the specific form of the coefficients (αHP , βHP ) appearing in (33) holds when n→∞ subsequently.”