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A comparison of methods for trend estimation
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Bianchi, Marco, Boyle, Martin and Hollingsworth, T. Déirdre (1999) A comparison of methods for trend estimation. Applied Economics Letters, Vol.6 (No.2). pp. 103-109. doi:10.1080/135048599353726 ISSN 1350-4851.
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Official URL: http://dx.doi.org/10.1080/135048599353726
Abstract
This paper analyses a number of methods for trend estimation focusing on their ability to pick up turning points quickly at the end of a series. An application to the Bank of England flows M4 series is provided which shows that some of the proposed methods may be more reliable than others for this task.
Item Type: | Journal Article | ||||
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Subjects: | H Social Sciences > HB Economic Theory | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Life Sciences (2010- ) Faculty of Science, Engineering and Medicine > Science > Mathematics |
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Journal or Publication Title: | Applied Economics Letters | ||||
Publisher: | Routledge | ||||
ISSN: | 1350-4851 | ||||
Official Date: | February 1999 | ||||
Dates: |
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Volume: | Vol.6 | ||||
Number: | No.2 | ||||
Page Range: | pp. 103-109 | ||||
DOI: | 10.1080/135048599353726 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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