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Details for article 4 of 9 found articles
| Title: |
Exponential smoothing and spurious correlation: a note |
| Author: |
Blackburn, Keith Orduna, Felipe Sola, Martin |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 2 (1995) nr. 3 pages 76-79 |
| Year: |
1995-03-01 |
| Contents: |
Exponential smoothing can introduce spurious auto-correlation in detrended data. The extent of this depends on the length of lag, the value of the smoothing parameter and the nature of the input process. The most widely-used version of exponential smoothing is the Hodrick-Prescott low-frequency filter. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 9 found articles
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