Testing for common deterministic trend slopes (Q262744): Difference between revisions

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-.1016/j.jeconom.2004.02.004
@@ Property / DOI: 10.1016/j.jeconom.2004.02.004 / rank @@
-Normal rank
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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+Efficient Tests for an Autoregressive Unit Root
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+Q3247497
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+Simple Robust Testing of Regression Hypotheses
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Multiple Time Series Regression with Integrated Processes
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+Q3323077
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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@@ Property / DOI @@
+.1016/J.JECONOM.2004.02.004
@@ Property / DOI: 10.1016/J.JECONOM.2004.02.004 / rank @@
+Normal rank