On Robust Trend Function Hypothesis Testing
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- Harvey David I & Leybourne Stephen J & Taylor A.M. Robert, 2006. "On Robust Trend Function Hypothesis Testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-27, March.
References listed on IDEAS
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Cited by:
- David I. Harvey & Stephen J. Leybourne & Lisa Xiao, 2009. "Testing for nonlinear trends when the order of integration is unknown," Discussion Papers 09/04, University of Nottingham, Granger Centre for Time Series Econometrics.
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More about this item
Keywords
Wald tests; trend function hypotheses; unit root statistics;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2005-07-25 (Econometrics)
- NEP-ETS-2005-07-25 (Econometric Time Series)
- NEP-FIN-2005-07-25 (Finance)
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