Inference on a semiparametric model with global power law and local nonparametric trends

This paper studies a model with both a parametric global trend and a nonparametric local trend. This model may be of interest in a number of applications in economics, finance, ecology, and geology. The model nests the parametric global trend model considered in Phillips (2007) and Robinson... Ausführliche Beschreibung

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Verfasserangabe: Jiti Gao, Oliver Linton, Bin Peng
Format: E-Book
Sprache: Englisch
veröffentlicht: London: Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, 10 January 2018
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