Testing for common deterministic trend slopes

DOI10.1016/j.jeconom.2004.02.004zbMath1336.62067MaRDI QIDQ262744

Timothy J. Vogelsang, Philip Hans Franses

Publication date: 30 March 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cae.economics.cornell.edu/commontrends.pdf

zbMATH Keywords

hypothesis testing; deterministic trends; economic convergence; multivariate trend function testing

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F03: Parametric hypothesis testing

Related Items

Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility, Multivariate trend function testing with mixed stationary and integrated disturbances, Robustifying multivariate trend tests to nonstationary volatility, Robust trend inference with series variance estimator and testing-optimal smoothing parameter, A local factor nonparametric test for trend synchronism in multiple time series, Estimating deterministic trends with an integrated or stationary noise component, Testing for common trends in semi‐parametric panel data models with fixed effects, Accurately sized test statistics with misspecified conditional homoskedasticity, On modeling panels of time series

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