Feldstein-Horioka meets a time trend

DOI10.1016/J.ECONLET.2004.07.020zbMath1255.62317OpenAlexW2012700134MaRDI QIDQ1927760

George J. Georgopoulos, Walid Hejazi

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.07.020

zbMATH Keywords

fixed effects

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle

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