An I(d) Model with Trend and Cycles
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More about this item
Keywordsfractional integration; trend; cycle; nonlinear process; Whittle objective function;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-26 (All new papers)
- NEP-ECM-2010-06-26 (Econometrics)
- NEP-ETS-2010-06-26 (Econometric Time Series)
- NEP-ORE-2010-06-26 (Operations Research)
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