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...

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Библиографические подробности
Главный автор:	Chevillon, G
Формат:	Working paper
Опубликовано:	University of Oxford 2004

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