Estimating Deterministic Trends with an Integrated or Stationary Noise Component

Pierre Perron () and Tomoyoshi Yabu ()

No WP2006-012, Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics

Keywords: linear trend; unit root; median-unbiased estimates; GLS procedure; super efficient estimates (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2006-02
View list of references

Downloads: (external link)
http://www.bu.edu/econ/workingpapers/papers/Pierre%20Perron/wp2004/trend.pdf (application/pdf)

Related works:
Working Paper: Estimating Deterministic Trend with an Integrated or Stationary Noise Component (2007)
Working Paper: Estimating Deterministric Trends with an Integrated or Stationary Noise Component (2005)
Journal Article: Estimating deterministic trends with an integrated or stationary noise component (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:bos:wpaper:wp2006-012

Access Statistics for this paper

More papers in Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics
Contact information at EDIRC.
Series data maintained by Ashley Seamans ().