Testing for Trend in the Presence of Autoregressive Error: A Comment

DOI10.1080/01621459.2012.668638zbMath1328.62534OpenAlexW2067356296MaRDI QIDQ4916518

Pierre Perron, Tomoyoshi Yabu

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://ies.keio.ac.jp/old_project/old/gcoe-econbus/pdf/dp/DP2011-024.pdf

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Robust testing of time trend and mean with unknown integration order errors ⋮ Testing for multiple structural changes with non-homogeneous regressors

Cites Work

• Estimating deterministic trends with an integrated or stationary noise component
• Testing for Trend in the Presence of Autoregressive Error

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