A simple, robust and powerful test of the trend hypothesis (Q289219): Difference between revisions

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+Trends versus Random Walks in Time Series Analysis
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+Efficient Tests for an Autoregressive Unit Root
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+Q3247497
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+Q4807340
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+STATIONARITY TESTING WITH COVARIATES
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+Point optimal tests of the null hypothesis of cointegration
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+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?
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+Size and power of tests of stationarity in highly autocorrelated time series
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+Automatic Lag Selection in Covariance Matrix Estimation
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Trends and random walks in macroeconomic time series
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+Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
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+Q5556138
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+Testing for trends in correlated data
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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