Estimating Deterministic Trends with an Integrated or Stationary Noise Component
Pierre Perron and
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)
Pages: 39 pages
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Journal Article: Estimating deterministic trends with an integrated or stationary noise component (2009)
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)
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Persistent link: https://EconPapers.repec.org/RePEc:bos:wpaper:wp2006-012
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