Estimating autocorrelations in the presence of deterministic trends

Christian Hafner and Shin-Huei Wang

No 2011051, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2011-01-01
Note: In : Journal of Time Series Econometrics, vol. 3, no.2, p. 1-25 (2011)
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Related works:
Journal Article: Estimating Autocorrelations in the Presence of Deterministic Trends (2011)
Working Paper: Estimating autocorrelations in the presence of deterministic trends (2008)
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