Search Results - subject:"initial condition uncertainty"

Aristidou, Chrystalleni; Harvey, David I.; Leybourne, … - In: Journal of time series econometrics 9 (2017) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011671094

Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of Econometrics 169 (2012) 2, pp. 188-195

condition uncertainty. … information regarding the magnitude of the trend and initial condition, to allow simultaneously for both trend and initial …

Persistent link: https://www.econbiz.de/10010664683

Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. … - Granger Centre for Time Series Econometrics, School of … - 2008

to work well. In this paper we extend these procedures to allow for both trend and initial condition uncertainty …

Persistent link: https://www.econbiz.de/10008497837