Testing for a trend with persistent errors
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DOI: 10.1016/j.jeconom.2020.03.006
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- Elliott, Graham, 2020. "Testing for a trend with persistent errors," University of California at San Diego, Economics Working Paper Series qt8qb0j5s7, Department of Economics, UC San Diego.
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More about this item
Keywords
Composite hypothesis; Trend;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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