Work

Testing for Linear Trend with Application to Relative Primary Commodity Prices

Year: 2003

Type: article

Abstract: . Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices.

Source: Journal of Time Series Analysis

DOI: 10.1111/1467-9892.00321

Authors: Tae‐Hwan Kim, Stephan Pfaffenzeller, Tony Rayner, Paul Newbold

Institutions: University of Nottingham, Yonsei University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2139169310

FWCI: 3.386

Cites: 14

Cited by: 64

Related to: 10