Search Results - "trend"

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    Testing for a unit root against ESTAR stationarity by Harvey, David I., Leybourne, Stephen J., Whitehouse, Emily J.

    Published 2017
    Subjects: “…Nonlinearity; Trend uncertainty; Union of rejections…”
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    Robust and powerful tests for nonlinear deterministic components by Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, A. M. Robert

    Published 2014
    Subjects: “…Trend function testing; Robust tests; Fourier approximation…”
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    Robust tests for a linear trend with an application to equity indices by Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2014
    Subjects: “…Linear trend; Unit root tests; Strong serial correlation…”
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    Break date estimation for models with deterministic structural change by Harvey, David I., Leybourne, Stephen J.

    Published 2014
    Subjects: “…Break point estimation; Break in level; Break in trend; Local-to-zero breaks…”
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    General overview for worldwide trend of fossil fuels by Topal, Erkan, Shafiee, S.

    Published 2010
    Subjects: “…future trend for non-renewable resources…”
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    An overview of global gold market and gold price forecasting by Shafiee, S., Topal, Erkan

    Published 2010
    Subjects: “…Long-term trend reverting…”
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    Confidence sets for the date of a break in level and trend when the order of integration is unknown by Harvey, David I., Leybourne, Stephen J.

    Published 2015
    Subjects: “…Level break; Trend break; Stationary; Unit root; Locally best invariant test; Confidence sets…”
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