Search Results - subject:"trend function hypotheses"

On Robust Trend Function Hypothesis Testing

Harvey, David; Leybourne, Stephen; Taylor, A.M. Robert - In: Studies in Nonlinear Dynamics & Econometrics 10 (2007) 1, pp. 1303-1303

In this paper we build upon the robust procedures proposed in Vogelsang (1998) for testing hypotheses concerning the deterministic trend function of a univariate time series. Vogelsang proposes statistics formed from taking the product of a (normalised) Wald statistic for the trend function...

Persistent link: https://www.econbiz.de/10004966249

On Robust Trend Function Hypothesis Testing

Harvey, David; Leybourne, Stephen; Taylor, A.M. Robert - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 1, pp. 1303-1303

Persistent link: https://www.econbiz.de/10005246270

On Robust Trend Function Hypothesis Testing

Harvey, David; Leybourne, Stephen; Taylor, A M Robert - Department of Economics, University of Birmingham - 2005

In this paper we build upon the robust procedures proposed in Vogelsang (1998) for testing hypotheses concerning the deterministric trend function of a univariate time series. Vogelsang proposes statistics formed from taking the product of a (normalised) Wald statistic for the trend function...

Persistent link: https://www.econbiz.de/10005357621