On the power of point optimal tests of the trend stationarity hypothesis

DOI10.1016/0165-1765(93)90027-AzbMath0800.62782OpenAlexW2055755757MaRDI QIDQ1319621

V. Pereyra

Publication date: 12 April 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90027-a

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (2)

Tests for cointegration. A Monte Carlo comparison ⋮ Modified stationarity tests with improved power in small samples

Cites Work

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Robust tests for spherical symmetry and their application to least squares regression
• Testing for Deterministic Linear Trend in Time Series
• AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

This page was built for publication: On the power of point optimal tests of the trend stationarity hypothesis