Multivariate trend function testing with mixed stationary and integrated disturbances
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Cites work
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- A simple, robust and powerful test of the trend hypothesis
- Adaptive estimation of autoregressive models with time-varying variances
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Efficient Tests for an Autoregressive Unit Root
- Estimating deterministic trends with an integrated or stationary noise component
- Functional coefficient regression models with time trend
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
- Large Sample Properties of Generalized Method of Moments Estimators
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter
- Robustifying multivariate trend tests to nonstationary volatility
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
- Spurious regressions in econometrics
- TESTING FOR TREND
- Testing for Linear Trend with Application to Relative Primary Commodity Prices
- Testing for Trend in the Presence of Autoregressive Error
- Testing for co-integration in vector autoregressions with non-stationary volatility
- Testing for common deterministic trend slopes
- Testing for common trends in semi-parametric panel data models with fixed effects
- Testing for unit roots in time series models with non-stationary volatility
- Testing slope homogeneity in large panels
- 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?
- Towards uniformly efficient trend estimation under weak/strong correlation and non-stationary volatility
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
- Trending time-varying coefficient time series models with serially correlated errors
- Understanding spurious regressions in econometrics
- Unit Root Tests under Time-Varying Variances
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