Estimating Deterministic Trends in the Presence of Serially Correlated Errors
Download or Read eBook Estimating Deterministic Trends in the Presence of Serially Correlated Errors PDF written by Eugene Canjels and published by . This book was released on 1994 with total page 54 pages. Available in PDF, EPUB and Kindle.
| Author | : Eugene Canjels |
| Publisher | : |
| Total Pages | : 54 |
| Release | : 1994 |
| ISBN-10 | : IND:30000106664125 |
| ISBN-13 | : |
| Rating | : 4/5 (25 Downloads) |
Book Synopsis Estimating Deterministic Trends in the Presence of Serially Correlated Errors by : Eugene Canjels
Book excerpt: This paper studies the problems of estimation and inference in the linear trend model: yt=̉+þt+ut, where ut follows an autoregressive process with largest root þ, and þ is the parameter of interest. We contrast asymptotic results for the cases þþþ
