In this paper we propose tests for hypotheses regarding the parameters of the deterministictrend function of a univariate time series. The tests do not require knowledge of the form ofserial correlation in the data and they are robust to strong serial correlation. The data cancontain a unit root...

In this paper we propose tests for hypotheses regarding the parameters of the deterministic trend function of a univariate time series. The tests do not require knowledge of the form of serial correlation in the data and they are robust to strong serial correlation. The data can contain a unit...

We develop a test statistic to test hypotheses in nonlinear, weighted regression models with serial correlation/heteroskedasticity of unknown form. The novel aspect is that these tests are simple and do not require use of heteroskedasticity autocorrelation consistent (HAC) estimators....