Previous versions of this article were presented at the 5th Nordic Econometric Meeting in Lund and at a seminar at Lund University. The authors would like to thank seminar participants and in particular Anindya Banerjee, David Edgerton, Randi Hjalmarsson, Matthew Lindquist, Peter Lindström, Hashem Pesaran and two anonymous referees for may valuable comments and suggestions. The authors gratefully acknowledge financial support from the Jan Wallander and Tom Hedelius Foundation, research grant numbers W2006–0068:1 and P2009–0189:1.
PANIC in the Presence of Uncertainty about the Deterministic Trend*
Version of Record online: 21 DEC 2012
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2012
Oxford Bulletin of Economics and Statistics
Special Issue: Large Data Sets
Volume 75, Issue 1, pages 123–135, February 2013
How to Cite
Westerlund, J. and Blomquist, J. (2013), PANIC in the Presence of Uncertainty about the Deterministic Trend. Oxford Bulletin of Economics and Statistics, 75: 123–135. doi: 10.1111/obes.12008
- Issue online: 21 DEC 2012
- Version of Record online: 21 DEC 2012
- Final Manuscript Received: October 2012
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