Robust tests for a linear trend with an application to equity indices
Sam Astill; David I. Harvey; Stephen J. Leybourne; A.M. Robert Taylor
| Year of publication: |
2014
|
|---|---|
| Authors: | Astill, Sam ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 168-185
|
| Subject: | Linear trend | Unit root tests | Strong serial correlation | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300487