Template-Type: ReDIF-Paper 1.0
Author-Name: Pierre Perron
Author-X-Name-First: Pierre
Author-X-Name-Last: Perron
Author-Email: perron@bu.edu
Author-Workplace-Name: Department of Economics, Boston University
Author-Name: Tomoyoshi Yabu
Author-X-Name-First: Tomoyoshi
Author-X-Name-Last: Yabu
Author-Email:
Author-Workplace-Name: Department of Economics, Boston University

Title: Estimating Deterministic Trends with an Integrated or Stationary Noise Component

Abstract: 

Length:  39 pages
Creation-Date: 
Revision-Date: 2006-02
Publication-Status:
File-URL: http://www.bu.edu/econ/workingpapers/papers/Pierre%20Perron/wp2004/trend.pdf
File-Format: Application/pdf
File-Function:
Number: WP2006-012
Classification-JEL: C22
Keywords: linear trend, unit root, median-unbiased estimates, GLS procedure, super efficient estimates
Handle: RePEc:bos:wpaper:WP2006-012