Weak' trends for inference and forecasting in finite samples

Weak' trends for inference and forecasting in finite samples

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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...

書誌詳細
第一著者:	Chevillon, G
フォーマット:	Working paper
出版事項:	University of Oxford 2004

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