Robust tests for a linear trend with an application to equity indices
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference13 articles.
1. Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch–Singer hypothesis;Bunzel;J. Bus. Econ. Stat.,2005
2. Efficient tests for an autoregressive unit root;Elliott;Econometrica,1996
3. A simple, robust and powerful test of the trend hypothesis;Harvey;J. Econ.,2007
4. 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?;Kwiatkowski;J. Econ.,1992
5. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests;Kiefer;Econ. Theory,2005
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