Estimating Deterministric Trends with an Integrated or Stationary Noise Component

Pierre Perron () and Tomoyoshi Yabu ()

No WP2005-037, Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics

Keywords: linear trend; unit root; median unbaised estimates; GLS procedure; super efficient estimates (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-hpe
Date: 2005-07
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Related works:
Working Paper: Estimating Deterministic Trend with an Integrated or Stationary Noise Component (2007)
Working Paper: Estimating Deterministic Trends with an Integrated or Stationary Noise Component (2006)
Journal Article: Estimating deterministic trends with an integrated or stationary noise component (2009)
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