TESTING FOR TREND
From MaRDI portal
Publication:3632372
DOI10.1017/S0266466608080055zbMath1280.62097OpenAlexW3121991441MaRDI QIDQ3632372
No author found.
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080055
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07)
Related Items (2)
Multivariate trend function testing with mixed stationary and integrated disturbances ⋮ Trends in distributional characteristics: existence of global warming
Cites Work
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- 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?
- Testing for trends in correlated data
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
- Testing for a unit root in time series regression
- Testing for the Constancy of Parameters Over Time
- An optimal test against a random walk component in a non‐orthogonal unobserved components model
- Testing for Linear Trend with Application to Relative Primary Commodity Prices
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
- COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
This page was built for publication: TESTING FOR TREND
