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A simple, robust and powerful test of the trend hypothesis · Study

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ArticleA simple, robust and powerful test of the trend hypothesis

David I. Harvey2007

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Articlegreen2007

A simple, robust and powerful test of the trend hypothesis

David I. Harvey · Stephen J. Leybourne · Robert Taylor

82 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Diverse Scientific and Economic Studies

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References

1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1994Automatic Lag Selection in Covariance Matrix Estimation 1988Trends and random walks in macroeconomic time series

Cited by

2009On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 2010A reexamination of trends in primary commodity prices 2013Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks 2019Structural Breaks in Time Series 2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition

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2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITIONarticle · 9 shared references 2007Unit Root Testingchapter · 9 shared references 2009Estimating deterministic trends with an integrated or stationary noise componentarticle · 8 shared references 2008Improving Size and Power in the Unit Root Testingpreprint · 8 shared references 2012Testing for unit roots in the presence of uncertainty over both the trend and initial conditionarticle · 8 shared references 2003Long-run monetary neutrality and the unit-root hypothesis: further international evidencearticle · 8 shared references

Details

Year2007

Typearticle

Published2007-04-03

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations82

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2007.02.005

openalex_workW2077698249

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2017

Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test

2013Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation

2011Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation