Testing for Linear Trend with Application to Relative Primary Commodity Prices

DOI10.1111/1467-9892.00321MaRDI QIDQ4455669zbMATH OpenOpenAlexFDO

Authors Tae-Hwan Kim, Stephan Pfaffenzeller, Tony Rayner, Paul Newbold

Publication date 16 March 2004

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

Full work available at URL https://doi.org/10.1111/1467-9892.00321

zbMATH Keywords

simulationtime-seriesVogelsang test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Testing for trends in correlated data

Cited in

(4)

• Multivariate trend function testing with mixed stationary and integrated disturbances
• Evaluation of Linear Trend Tests Using Resampling Techniques
• TESTING FOR TREND
• scientific article; zbMATH DE number 7240528 (Why is no real title available?)

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