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Conference paper

Pitfalls in the Econometric Analysis of HP Filtered Data: A Monte Carlo Study

Authors list: Meyer, M.; Winker, P.

Appeared in: Advances in macroeconometric modeling

Editor list: Dreger, C.; Galler, H.P.

Publication year: 2005

Pages: 109-131

ISBN: 978-3-8329-1272-7

Conference: 4th IWH Workshop in Macroeconometrics

Edition: 1. Auflage

Title of series: Schriften des Instituts für Wirtschaftsforschung Halle

Number in series: 19

Authors/Editors

- Uni.-Prof. Dr. Peter Winker

Citation Styles

Harvard Citation style: Meyer, M. and Winker, P. (2005) Pitfalls in the Econometric Analysis of HP Filtered Data: A Monte Carlo Study, in Dreger, C. and Galler, H. (eds.) Advances in macroeconometric modeling. 1. Auflage. Baden-Baden: Nomos. pp. 109-131

APA Citation style: Meyer, M., & Winker, P. (2005). Pitfalls in the Econometric Analysis of HP Filtered Data: A Monte Carlo Study. In Dreger, C., & Galler, H. (Eds.), Advances in macroeconometric modeling. (1. Auflage, pp. 109-131). Nomos.