Consideration of Trends in Time Series
By Halbert White, Clive W. J. Granger. 2011
59 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/de64a43307fd9b4ec8eb0a695a1b74a0497bfb95
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In Management Science and Operations Research
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Citations in the corpus
- Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects, forthcoming (2012, background): “White and Granger (2011) o¤er working de nitions of various kinds of trends and invite more discussions on trends in order to facilitate development of increasingly better methods for prediction, estimation and hypothesis testing for non-stationary time-series data.”
- Regional Economic Resilience, Hysteresis and Recessionary Shocks (2012, background): “15 Statistically identifying structural breaks and shifts in trended time series is a complex issue (see, for example, Altissimo and Corradi, 2003; White and Granger, 2011).”
- BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER (2020, methodology): “(1) errors in (70) and (71) hold uniformly in t ≤ n.”