The impact of the initial condition on robust tests for a linear trend
Work
Year: 2010
Type: article
Abstract: This article examines the behaviour of some recently proposed ‘robust’ (to the order of integration of the data) tests for the presence of a deterministic linear trend in a univariate times series in ... more
Source: Journal of Time Series Analysis
Institution University of Nottingham
Cites: 14
Cited by: 8
Related to: 10
FWCI: 0.818
Citation percentile (by year/subfield): 78.46
Subfield: Finance
Domain: Social Sciences
Open Access status: green