Items where Author is "Sakarya, Neslihan"
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Article
Sakarya, Neslihan and de Jong, Robert M (2021) 'Negative powers of integrated processes.' Econometric Theory. pp. 1-31. ISSN 0266-4666
Sakarya, Neslihan and Jong, Robert M (2021) 'The spectral analysis of the Hodrick–Prescott filter.' Journal of Time Series Analysis. ISSN 0143-9782
Sakarya, Neslihan and de Jong, Robert M (2020) 'A property of the Hodrick-Prescott filter and its application.' Econometric Theory, 36 (5). pp. 840-870. ISSN 0266-4666