Weak' trends for inference and forecasting in finite samples
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...
| Yazar: | |
|---|---|
| Materyal Türü: | Working paper |
| Baskı/Yayın Bilgisi: |
University of Oxford
2004
|