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Citations per year
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Cited by
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Since 2019
Citations
168
120
h-index
3
3
i10-index
2
2
0
32
16
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
6
8
8
16
17
15
25
31
25
7
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Neslihan Sakarya
University of Essex
Verified email at essex.ac.uk -
Homepage
Econometrics
econometric theory
asymptotic theory
time series
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Cited by
Year
The econometrics of the Hodrick-Prescott filter
RM De Jong, N Sakarya
Review of Economics and Statistics 98 (2), 310-317
, 2016
141
2016
A property of the Hodrick-Prescott filter and its application
N Sakarya, RM de Jong
Econometric Theory 36 (5), 840-870
, 2020
22
2020
The Spectral Analysis of the Hodrick‐Prescott Filter
N Sakarya, RM de Jong
Journal of Time Series Analysis 43 (3), 479-489
, 2022
5
2022
Negative Powers of Integrated Processes
N Sakarya, RM de Jong
Econometric Theory 38 (2), 339 - 369
, 2022
2022
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