Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
研究了含随机趋势成分的回归模型的估计问题，发现将趋势估计为确定性的概率对所使用的似然函数类型非常敏感。
Abstract This article is concerned with the estimation of a regression model with a stochastic trend component. It is shown that the probability of estimating the trend to be deterministic is very sensitive to the type of likelihood function used as the basis of inference.