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: tyabu@bu.edu
Author-Workplace-Name: Department of Economics, Boston University

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

Abstract: 


Length: 34 pages
Creation-Date: 2005-07
Revision-Date:
Publication-Status:
File-URL: http://www.bu.edu/econ/workingpapers/papers/Pierre%20Perron/wp2005/trend.pdf
File-Format: Application/pdf
File-Function: 
Number: WP2005-037
Classification-JEL: C22
Keywords: linear trend, unit root, median unbaised estimates, GLS procedure, super efficient estimates 
Handle: RePEc:bos:wpaper:WP2005-037