Estimating Deterministic Trends in the Presence of Serially Correlated Errors
收藏NBER1994-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0165
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资源简介：
This paper studies the problems of estimation and inference in the linear trend model: yt=+t+ut, where ut follows an autoregressive process with largest root , and is the parameter of interest. We contrast asymptotic results for the cases < 1 and =1, and argue that the most useful asymptotic
提供机构：
美国国家经济研究局
创建时间：
1994-09-01
