Testing for common deterministic trend slopes

DOI10.1016/j.jeconom.2004.02.004zbMath1336.62067OpenAlexW2097933307MaRDI QIDQ262744

Timothy J. Vogelsang, Philip Hans Franses

Publication date: 30 March 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cae.economics.cornell.edu/commontrends.pdf

zbMATH Keywords

hypothesis testingdeterministic trendseconomic convergencemultivariate trend function testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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