An I(d) model with trend and cycles

Title:	An I(d) model with trend and cycles
Authors:	Abadir, KM Distaso, W Giraitis, L
Item Type:	Journal Article
Issue Date:	1-Aug-2011
URI:	http://hdl.handle.net/10044/1/15604
DOI:	http://dx.doi.org/10.1016/j.jeconom.2011.03.006
ISSN:	0304-4076
Publisher:	ELSEVIER SCIENCE SA
Start Page:	186
End Page:	199
Journal / Book Title:	JOURNAL OF ECONOMETRICS
Volume:	163
Issue:	2
Copyright Statement:	Copyright © 2011 Published by Elsevier Inc. NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Econometrics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Econometrics, 163(2), 2011. DOI:10.1016/j.jeconom.2011.03.006
Publication Status:	Published
Appears in Collections:	Centre for Environmental Policy