Estimating Deterministic Trends with an Integrated or Stationary Noise Component
| Authors: | Perron, Pierre ; Yabu, Tomoyoshi |
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| Institutions: | Department of Economics, Boston University |
| Subject: | linear trend | unit root | median-unbiased estimates | GLS procedure | super efficient estimates |
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| Type of publication: | Book / Working Paper |
| Notes: | Number WP2006-012 39 pages |
| Classification: | C22 - Time-Series Models |
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Persistent link: https://www.econbiz.de/10004972897