On Robust Trend Function Hypothesis Testing
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References listed on IDEAS
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- 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.
More about this item
KeywordsWald tests; trend function hypotheses; unit root statistics;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-25 (All new papers)
- NEP-ECM-2005-07-25 (Econometrics)
- NEP-ETS-2005-07-25 (Econometric Time Series)
- NEP-FIN-2005-07-25 (Finance)
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