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Estimating growth rate in the presence of serially correlated errors

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Galip Altinay

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Abstract

The aim of this study is to address the difficulties frequently encountered in estimating average growth rates by a log-linear time trend in the presence of serially correlated errors. There are a few studies in the literature that provide some guidance on choosing the appropriate method depending on the degree of first order serial correlation. However, the higher order serial correlation case is generally ignored. This study proposes the Nelder-Mead simplex method as a general solution to estimating linear trend in the presence of serial correlation of any order. The proposed method and the conventional methods are applied to the real GDP per capita series of 27 OECD countries. Twelve series seem to be better modelled by a log-linear trend with AR(2) residuals, and five of them yield remarkably different growth rates.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.

Volume (Year): 10 (2003)
Issue (Month): 15 (December)
Pages: 967-970
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Handle: RePEc:taf:apeclt:v:10:y:2003:i:15:p:967-970

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. John Baffes & Jean-Charles Le Vallee, 2003. "Unit roots versus trend stationarity in growth rate estimation," Applied Economics Letters, Taylor and Francis Journals, vol. 10(1), pages 9-14, January. [Downloadable!] (restricted)
  2. Eugene Canjels & Mark W. Watson, 1997. "Estimating Deterministic Trends In The Presence Of Serially Correlated Errors," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 184-200, May. [Downloadable!] (restricted)
  3. Timothy J. Vogelsang, 1998. "Trend Function Hypothesis Testing in the Presence of Serial Correlation," Econometrica, Econometric Society, vol. 66(1), pages 123-148, January.
  4. Chipman, John S, 1979. "Efficiency of Least-Squares Estimation of Linear Trend when Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 47(1), pages 115-28, January. [Downloadable!] (restricted)
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