Beveridge-nelson-type trends for I(2) and some seasonal models

Journal of Time Series Analysis

Volumn 17, Issue 2, 1996, Pages 151-169

  Newbold, Paul ^a   Vougas, Dimitrios ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Exponential smoothing; Integrated processes; Seasonal ARIMA models; Trend estimation

Indexed keywords

EID: 0039789270     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00270.x     Document Type: Article

References (13)

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