This paper uses simulations to explore the properties of the HP filter of Hodrick and Prescott (1997), the BK filter of Baxter and King (1999), and the H filter of Hamilton (2018) that are designed to decompose a univariate time series into ...
... Delta airline is now included among the top performers in the U.S. probably because the effect of its short stage length has been removed . 4 . Decomposition of Unit Cost The residual TFP index shows how efficiently inputs are converted ...
... Hayashi , F. , 168 , 171 , 177 , 189 Hendry , D. F. , xiii , 46 , 76 , 114 ... solutions , 227 , 228–30 , 236 see also dynamic ; non - linear ; rational ... econometrics of , 199-213 expectations and learning , 192-9 maximum likelihood ...
Econometrics Course Materials: Including Macro-econometric Modelling, Forecasting & Simulation
... ( NFPA ) . 87 p . AFPA . 1988. Design values for wood construction , a sup- plement to the 1986 ed . of the national design specification . Washington , DC : American Forest and Paper Association . 36 p . ASTM . 1988. Standard ...
... two other writers , Rushdy and Lund , ' who showed the algebra trap into which Neild had fallen . By simply tacking on ' d ' as a regressor ... if p appeared to depend on all past d in this way in ( 33 ) , then you could trace back the effect ...
PELPS III, a Microcomputer Price Endogenous Linear Programming System for Economic Modeling: Version 1.0
... program . In general , 15 to 20 steps are appropriate for most problems . 3 ... worksheet file Auto123 onto the screen . With this file you can create or modify ... worksheets : 1. DEMAND ( required ) 2. SUPPLY ( required ) 3. MANUFACTURE ...
