Harvey, David I; Leybourne, Stephen J; Taylor, A.M. Robert - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 1
In this paper we build upon the robust procedures proposed in Vogelsang (1998) for testing hypotheses concerning the deterministic trend function of a univariate time series. Vogelsang proposes statistics formed from taking the product of a (normalised) Wald statistic for the trend function...
