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

Year of publication:	2003
Authors:	Kim, Tae-Hwan ; Pfaffenzeller, Stephan ; Rayner, Tony ; Newbold, Paul
Publisher:	[S.l.] : SSRN
Subject:	Rohstoffpreis \| Commodity price \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test \| Theorie \| Theory \| Rohstoffmarkt \| Commodity market \| Einheitswurzeltest \| Unit root test

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