Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] (DOI:10.1016/j.jeconom.2007.02.005);A simple, robust and powerful test of the trend hypothesis

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 1302-1330

  Harvey, David I ^a   Leybourne, Stephen J ^a   Taylor, A M Robert ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Asymptotic normality; Linear trend; Power envelope; Stationarity tests; Strong serial correlation; Unit root tests

Indexed keywords

ASYMPTOTIC ANALYSIS; CORRELATION METHODS; GAUSSIAN DISTRIBUTION; LINEAR SYSTEMS; PARAMETER ESTIMATION;

ASYMPTOTIC NORMALITY; ROBUST LINEAR TREND TESTS; STRONG SERIAL CORRELATION;

ROBUST CONTROL;

EID: 34848877449     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.12.002     Document Type: Erratum

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