Trend Function Hypothesis Testing in the Presence of Serial Correlation

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Cited in

(54)

Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Modified tests for a change in persistence
Weak -convergence: theory and applications
Nonparametric tests for unit roots and cointegration.
Persistence change tests and shifting stable autoregressions
Unit root tests in the presence of uncertainty about the non-stochastic trend
On robust testing for trend
Testing for a trend with persistent errors
Trends in distributional characteristics: existence of global warming
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Nonparametric rank tests for non-stationary panels
The effect of recursive detrending on panel unit root tests
Variance ratio tests of the seasonal unit root hypothesis
Testing for common deterministic trend slopes
A nonparametric test for changing trends
Estimating deterministic trends with an integrated or stationary noise component
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Multivariate trend function testing with mixed stationary and integrated disturbances
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
The available information for invariant tests of a unit root
A simple, robust and powerful test of the trend hypothesis
Testing for a shift in trend at an unknown date: a fixed-b analysis of heteroskedasticity autocorrelation robust OLS-based tests
The impact of the initial condition on robust tests for a linear trend
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Testing for nonlinear deterministic components when the order of integration is unknown
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
Testing for time series linearity
TESTING FOR TREND
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Testing for a unit root in the presence of a possible break in trend
Testing for Deterministic Linear Trend in Time Series
A test of location for data with slowly decaying serial correlations
Serially correlated differences in the paired comparison of time series
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
On Tests of Trend in a Weakly Stationary Time Series
Nonparametric tests of moment condition stability
Robust testing of time trend and mean with unknown integration order errors
Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
Infant mortality rates: time trends and fractional integration
Towards uniformly efficient trend estimation under weak/strong correlation and non-stationary volatility
Robustifying multivariate trend tests to nonstationary volatility
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
On Robust Trend Function Hypothesis Testing
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
\(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables
A non‐parametric test for multi‐variate trend functions
Testing for Trend Specifications in Panel Data Models
Evaluating the impact of environmental policy on the trend behavior of US emissions of nitrogen oxides and volatile organic compounds
Robust methods for detecting multiple level breaks in autocorrelated time series
Unit root testing under a local break in trend
Local linear quantile estimation for nonstationary time series

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