The impact of the initial condition on robust tests for a linear trend

DOI10.1111/j.1467-9892.2010.00664.xzbMath1416.62493MaRDI QIDQ3103185

Stephen J. Leybourne, A. M. Robert Taylor, David I. Harvey

Publication date: 26 November 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00664.x

zbMATH Keywords

initial condition; trimmed data; trend tests; asymptotic local power

Mathematics Subject Classification ID

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

62M07: Non-Markovian processes: hypothesis testing

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On trend breaks and initial condition in unit root testing, Testing for a trend with persistent errors

Cites Work

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