Two simple tests of the trend hypothesis under time-varying variance
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Publication:1673545
DOI10.1016/J.ECONLET.2017.04.030zbMATH Open1400.62171OpenAlexW2610412535MaRDI QIDQ1673545FDOQ1673545
Publication date: 12 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2017.04.030
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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?
- Automatic Lag Selection in Covariance Matrix Estimation
- Title not available (Why is that?)
- Estimating deterministic trends with an integrated or stationary noise component
- A simple, robust and powerful test of the trend hypothesis
- Unit Root Tests under Time-Varying Variances
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Testing for unit roots in time series models with non-stationary volatility
- Robustifying multivariate trend tests to nonstationary volatility
Cited In (2)
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