Univariate detrending methods with stochastic trends

Keyphrases

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

Mathematics

• Life Cycle 50%
• Observed Series 50%
• Random Walk 50%
• Regression Model 50%
• Residuals 50%
• Stochastic Process 50%
• Stochastics 100%
• Time Series 100%
• Time Series Analysis 100%

Economics, Econometrics and Finance

• Disposable Income 50%
• Gross National Product 50%
• Life Cycle 50%
• Time Series 100%