Testing for Linear Trend with Application to Relative Primary Commodity Prices

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices. Copyright 2003 Blackwell Publishing Ltd.

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Year of publication:	2003
Authors:	Kim, Tae-Hwan ; Pfaffenzeller, Stephan ; Rayner, Tony ; Newbold, Paul
Published in:	Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 24.2003, 5, p. 539-551
Publisher:	Wiley Blackwell

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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