Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis
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- Bunzel, Helle & Vogelsang, Timothy J., 2005. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 381-394, October.
- Helle Bunzel & Timothy Vogelsang, 2003. "Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis," Econometrics 0304002, University Library of Munich, Germany.
- Bunzel, Helle & Vogelsang, Timothy J., 2003. "Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis," ISU General Staff Papers 200304010800001212, Iowa State University, Department of Economics.
References listed on IDEAS
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-06-13 (Econometrics)
- NEP-ETS-2004-06-13 (Econometric Time Series)
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