Univariate detrending methods with stochastic trends

Mathematics

• Stochastics 100%
• Random Walk 100%
• Residuals 100%
• Stochastic Process 100%
• Life Cycle 100%
• Regression Model 100%
• Observed Series 100%

Keyphrases

• Stochastic Trend 100%
• Detrending 100%
• Detrending Method 100%
• Stochastic Processes 33%
• Regression Model 33%
• Economic Time Series 33%
• Disposable Income 33%
• Life-cycle Consumption 33%
• Consumption Model 33%
• Consumption Expenditure 33%
• Unobserved Components Model 33%
• Random Walk with Drift 33%
• Stationary Component 33%

Economics, Econometrics and Finance

• Time Series 100%
• Life Cycle 50%