Testing for linear trend with application to relative primary commodity prices

Journal of Time Series Analysis

Volumn 24, Issue 5, 2003, Pages 539-551

  Kim, Tae Hwan ^a   Pfaffenzeller, Stephan ^a   Rayner, Tony ^a   Newbold, Paul ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Integrated series; Near integration; Unit roots

Indexed keywords

EID: 0142137712     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00321     Document Type: Article

References (14)

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