Exponential Time Trends in a Fractional Integration Model
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- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023. "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series 10774, CESifo.
References listed on IDEAS
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More about this item
Keywords
exponential time trends; fractional integration; Monte Carlo simulations;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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