Robust Trend Estimation for AR(1) Disturbances
نویسندگان
چکیده
منابع مشابه
Methodology for Trend Estimation
The problem of trend estimation in econometrics has had a long history, and the techniques which can be deployed have been evolving gradually over many years. The forces of evolution have been twofold. On one hand is the gradual improvement in statistical and computational techniques which has been accompanied by improvements in the processing power of computers and in the accessibility of soft...
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ژورنال
عنوان ژورنال: Austrian Journal of Statistics
سال: 2016
ISSN: 1026-597X
DOI: 10.17713/ajs.v34i2.407