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Econometric Theory

Volumn 16, Issue 3, 2000, Pages 324-346

Estimating trending variables in the presence of fractionally integrated errors

(1) Tsay, Wen Jen a,b

a ACADEMIA SINICA (Taiwan)

b INSTITUTE OF ECONOMICS (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034384369 PISSN: 02664666 EISSN: None Source Type: Journal
DOI: 10.1017/s0266466600163029 Document Type: Article

Times cited : (6)

References (14)

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2
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3
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4
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- A fractional cointegration analysis of purchasing power parity
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5
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- Efficiency of least squares estimation of linear trend when residuals are autocorrelated
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6
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- The invariance principle for stationary processes
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9
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- Developments in the study of cointegrated economic variables
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