TESTING FOR TREND

DOI10.1017/S0266466608080055MaRDI QIDQ3632372zbMATH OpenOpenAlexFDO

Authors

Publication date 11 June 2009

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466608080055

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• Testing for a trend with persistent errors
• Estimating deterministic trends with an integrated or stationary noise component
• A simple, robust and powerful test of the trend hypothesis
• Unit root testing with slowly varying trends

Cites work

• An optimal test against a random walk component in a non‐orthogonal unobserved components model
• Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
• COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Testing for a unit root in time series regression
• Testing for Linear Trend with Application to Relative Primary Commodity Prices
• Testing for the Constancy of Parameters Over Time
• Testing for trends in correlated data
• 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?
• Trend Function Hypothesis Testing in the Presence of Serial Correlation

Cited in

(14)

• Testing for a trend with persistent errors
• Trends in distributional characteristics: existence of global warming
• Testing for common deterministic trend slopes
• Estimating deterministic trends with an integrated or stationary noise component
• Multivariate trend function testing with mixed stationary and integrated disturbances
• Testing parametric assumptions of trends of a nonstationary time series
• Tests for Trend: A Simulation Study
• Testing for Deterministic Linear Trend in Time Series
• TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
• On Tests of Trend in a Weakly Stationary Time Series
• Testing for Linear Trend with Application to Relative Primary Commodity Prices
• Records Tests for Trend in Location
• Data-Driven Tests for Trend
• Estimation and inference of linear trend slope ratios with an application to global temperature data

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