Time Series Regressions with Weak Trends

Li Chen, Jiti Gao and Farshid Vahid

Chapter 3 in Nonlinear Trending Time Series:Theory and Practice, 2024, pp 79-117 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In a typical trending regression model, a time series is regressed against one or more other trending time series. The strength of a trend varies depending on its growth rate over time. Specifically, a stronger trend tends to grow faster toward infinity compared to a relatively weaker one. In particular, a strong trend denotes the category of trends that expand to infinity over time, while a weak trend is bounded that does not diverge to infinity and behaves like a slowly and smoothly moving mean…

Keywords: Econometrics; Time Series; Time Series Analysis; Time Trend; Deterministic Trend; Stochastic Trend; Nonlinear Time Series; Nonlinear Models; Trending Time Series; Nonparametric Models; Semiparametric Models; Climate Change; Climate Change Econometrics; Strong Trend; Weak Trend; Common Trend; Statistical Tests (search for similar items in EconPapers)
JEL-codes: C01 C1 Q5 (search for similar items in EconPapers)
Date: 2024
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