On Robust Trend Function Hypothesis Testing

DOI10.2202/1558-3708.1303zbMath1225.62159OpenAlexW2155238016MaRDI QIDQ5452726

Stephen J. Leybourne, David I. Harvey, A. M. Robert Taylor

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1303

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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