Two simple tests of the trend hypothesis under time-varying variance
Year of publication: |
July 2017
|
---|---|
Authors: | Yang, Yang ; Wang, Shaoping |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 156.2017, p. 123-128
|
Subject: | Linear trend | Time-varying variance | Unit root | Robust test | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Schätzung | Estimation |
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