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Univariate detrending methods with stochastic trends
Mark W. Watson
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Article
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peer-review
371
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Business & Economics
Detrending
100%
Stochastic Trend
95%
Life-cycle Consumption
53%
Unobserved Components Model
49%
Consumption Expenditures
40%
Disposable Income
40%
Random Walk
37%
Gross National Product
37%
Stochastic Processes
37%
Regression Model
29%
Economics
18%