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

@@ Property / author @@
-A. M. Robert Taylor
@@ Property / author: A. M. Robert Taylor / rank @@
-Normal rank
@@ Property / author @@
+A. M. Robert Taylor
@@ Property / author: A. M. Robert Taylor / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6586850
@@ Property / zbMATH DE Number: 6586850 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear trend
@@ Property / zbMATH Keywords: linear trend / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong serial correlation
@@ Property / zbMATH Keywords: strong serial correlation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+power envelope
@@ Property / zbMATH Keywords: power envelope / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unit root tests
@@ Property / zbMATH Keywords: unit root tests / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stationarity tests
@@ Property / zbMATH Keywords: stationarity tests / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2077698249
@@ Property / OpenAlex ID: W2077698249 / rank @@
+Normal rank
@@ Property / cites work @@
+Trends versus Random Walks in Time Series Analysis
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Q3247497
@@ Property / cites work: Q3247497 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4807340
@@ Property / cites work: Q4807340 / rank @@
+Normal rank
@@ Property / cites work @@
+STATIONARITY TESTING WITH COVARIATES
@@ Property / cites work: STATIONARITY TESTING WITH COVARIATES / rank @@
+Normal rank
@@ Property / cites work @@
+Point optimal tests of the null hypothesis of cointegration
+Normal rank
@@ Property / cites work @@
+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?
+Normal rank
@@ Property / cites work @@
+Size and power of tests of stationarity in highly autocorrelated time series
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+Trends and random walks in macroeconomic time series
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Q5556138
@@ Property / cites work: Q5556138 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for trends in correlated data
@@ Property / cites work: Testing for trends in correlated data / rank @@
+Normal rank
@@ Property / cites work @@
+Trend Function Hypothesis Testing in the Presence of Serial Correlation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:289219