Exponential Time Trends in a Fractional Integration Model
This paper introduces a new modelling approach that incorporates nonlinear, exponential deterministic terms into a fractional integration framework. The proposed model is based on a specific test on fractional integration that is more general than the standard methods, which allow for only linear tr...
| Published in: | Econometrics |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-05-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2225-1146/12/2/15 |