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...
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| Định dạng: | Working paper |
| Được phát hành: |
University of Oxford
2004
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