Weak' trends for inference and forecasting in finite samples

Weak' trends for inference and forecasting in finite samples

अन्य संस्करण दिखाएं (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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Chevillon, G
स्वरूप:	Working paper
प्रकाशित:	University of Oxford 2004

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