Estimating deterministic trends with an integrated or stationary noise component
Year of publication: |
2009
|
---|---|
Authors: | Perron, Pierre ; Yabu, Tomoyoshi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 151.2009, 1, p. 56-69
|
Saved in:
Saved in favorites
Similar items by person
-
Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre, (2009)
-
Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre, (2009)
-
Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre, (2015)
- More ...