Pages that link to "Item:Q262744"

The following pages link to Testing for common deterministic trend slopes (Q262744):

Displaying 12 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
• A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
• Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
• Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
• Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825) (← links)
• On modeling panels of time series (Q3429859) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)