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02.3.1. Regression with an Evaporating Logarithmic Trend— Solution

Published online by Cambridge University Press:  01 August 2003

Peter C.B. Phillips  and
Yixiao Sun
Peter C.B. Phillips
Affiliation:
Cowles Foundation, Yale University, University of Auckland, and University of York
Yixiao Sun
Affiliation:
Yale University
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Extract

Regression with an evaporating logarithmic trend—solution.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 19 , Issue 4 , August 2003 , pp. 692 - 701
Copyright
© 2003 Cambridge University Press

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References

REFERENCES

Gradshteyn, I.S. & I.M. Ryzhik (1965) Tables of Integrals, Series, and Products. New York: Academic Press.
Phillips, P.C.B. (2000) Regression with Slowly Varying Regressors. Cowles Foundation Discussion paper 1310, Yale University.
Phillips, P.C.B. & V. Solo (1992) Asymptotics for linear processes. Annals of Statistics 20, 971–1001.Google Scholar