Weak' trends for inference and forecasting in finite samples

Weak' trends for inference and forecasting in finite samples

Εμφάνιση άλλων εκδόσεων (1)

This paper studies the small sample properties of processes which exhibit both a stochastic and a deterministic trend. Whereas for estimation, inference and forecasting purposes the latter asymptotically dominates the former, it is not so when only a finite number of observations is available and la...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Chevillon, G
Μορφή:	Working paper
Έκδοση:	University of Oxford 2004

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