Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch-Singer hypothesis

Journal of Business and Economic Statistics

Volumn 23, Issue 4, 2005, Pages 381-394

  Bunzel, Helle ^a   Vogelsang, Timothy J ^b  

^a IOWA STATE UNIVERSITY   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

Data dependent bandwidth; Deterministic trend; Fixed b asymptotics; Heteroscedasticity autocorrelation estimator; Linear trend; Nearly integrated; Partial sum; Power envelope; Unit root

Indexed keywords

EID: 25644451406     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000631     Document Type: Article

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