Similar Search Results - EconBiz

Testing for trends in the presence of autoregressive error

Roy, Anindya; Falk, Barry; Fuller, Wayne A. - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1082-1091

Persistent link: https://www.econbiz.de/10002506747

Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model

Falk, Barry; Roy, Anindya - In: Economics Bulletin 3 (2006) 6, pp. 1-9

This paper presents the results of a Monte Carlo comparison of feasible GLS estimators of the trend parameter in the linear trend plus noise model, where the noise component may or may not be a unit root process. We include an FGLS estimator that estimates the noise component using a...

Persistent link: https://www.econbiz.de/10005181982

Forecasting using the trend model with autoregressive errors

Falk, Barry; Roy, Anindya - In: International journal of forecasting 21 (2005) 2, pp. 291-302

Persistent link: https://www.econbiz.de/10002687865

Estimation for autoregressive time series with a root near 1

Roy, Anindya; Fuller, Wayne A. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 482-493

Persistent link: https://www.econbiz.de/10001646395

Fitting autoregressive trend stationary models with finite samples

Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25

Persistent link: https://www.econbiz.de/10001428413

Predictable excess returns in real estate markets : a study of Iowa farmland values

Falk, Barry - In: Journal of housing economics 2 (1992) 1, pp. 84-105

Persistent link: https://www.econbiz.de/10001137315

Formally testing the present value model of farmland prices

Falk, Barry - In: American journal of agricultural economics 73 (1991) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001102448

Further evidence on the asymmetric behavior of economic time series over the business cycle

Falk, Barry - In: Journal of political economy 94 (1986) 5, pp. 1096-1109

Persistent link: https://www.econbiz.de/10015103411

Measurement error models

Fuller, Wayne A. - 1987

Persistent link: https://www.econbiz.de/10009585846

Introduction to statistical time series

Fuller, Wayne A. - 1996 - 2. ed.

Persistent link: https://www.econbiz.de/10004258746

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