Estimating deterministic trends with an integrated or stationary noise component

Journal of Econometrics

Volumn 151, Issue 1, 2009, Pages 56-69

  Perron, Pierre ^a   Yabu, Tomoyoshi ^b  

^a Boston University   (United States)

^b KEIO UNIVERSITY   (Japan)

Author keywords

GLS procedure; Linear trend; Median unbiased estimates; Super efficient estimates; Unit root

Indexed keywords

GLS PROCEDURE; LINEAR TREND; MEDIAN-UNBIASED ESTIMATES; SUPER EFFICIENT ESTIMATES; UNIT ROOT;

CURVE FITTING; LEAST SQUARES APPROXIMATIONS; NORMAL DISTRIBUTION; REGRESSION ANALYSIS;

TESTING;

EID: 67349132415     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.03.011     Document Type: Article

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