Two simple tests of the trend hypothesis under time-varying variance
Yang Yang, Shaoping Wang
| Year of publication: |
July 2017
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|---|---|
| Authors: | Yang, Yang ; Wang, Shaoping |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 156.2017, p. 123-128
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| Subject: | Linear trend | Time-varying variance | Unit root | Robust test | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.04.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822386