Testing for nonlinear deterministic components when the order of integration is unknown

Journal of Time Series Analysis

Volumn 31, Issue 5, 2010, Pages 379-391

  Harvey, David I ^a   Leybourne, Stephen J ^a   Xiao, Lisa ^b  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b Royal London Asset Management Limited   (United Kingdom)

Author keywords

Fourier approximation; Robust tests; Trend function testing

Indexed keywords

EID: 77955742349     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2010.00671.x     Document Type: Article

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