Unit-roots test for time-series data with a linear time trend
✍ Scribed by Saïd E. Saïd
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 938 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0304-4076
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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n
An approach is proposed for obtaining estimates of the basic (disaggregated) series, xi, when only an aggregate series, y r , of k period non-overlapping sums of xi's is available. The approach is based on casting the problem in a dynamic linear model form. Then estimates of xi can be obtained by ap