Pages that link to "Item:Q289219"

The following pages link to A simple, robust and powerful test of the trend hypothesis (Q289219):

Displaying 18 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
• Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
• Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
• On robust testing for trend (Q2126184) (← links)
• A robust test for predictability with unknown persistence (Q2179772) (← links)
• Testing for a trend with persistent errors (Q2224883) (← links)
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
• Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)