Determination of the nature of growth of the main trends of time series in small quantity of observations
Boris Poutko ()
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Boris Poutko: All-Russian State Distance-Learning Institute of Finance and Economics (ARDLIFE), Moscow
Applied Econometrics, 2011, vol. 22, issue 2, 93-97
Abstract:
The problem of determining the nature of growth in the short time series (an alternative choice between linear and exponential trend). We propose a simple criterion for selection. The result can be used, including in medicine, in particular, the interpretation of dynamics in the tumor marker
Keywords: linear trend; exponential trend; LS-estimate; heteroscedasticity; critical value; tumor marker (search for similar items in EconPapers)
JEL-codes: C22 C63 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0076
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