Franses, Philip Hans; Vogelsang, Vogelsang, T.J. - Faculteit der Economische Wetenschappen, Erasmus … - 2001
We propose tests for hypotheses on the parameter for deterministic trends. The model framework assumes a multivarariat stucture for trend-stationary time series variables. We derive the asymptotic theory and provide some relevant critical values. Monte Carlo simulations suggest which tests are...
