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- W2610412535 abstract "This paper investigates the effects of time-varying variance on the linear trend tests proposed by Harvey et al. (2007) (HLT) and Perron and Yabu (2009) (PY) and finds time-varying variance results in obviously different null distributions. We propose two new robust linear trend tests. An empirical application highlights the usefulness of our tests." @default.
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- W2610412535 date "2017-07-01" @default.
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- W2610412535 title "Two simple tests of the trend hypothesis under time-varying variance" @default.
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- W2610412535 doi "https://doi.org/10.1016/j.econlet.2017.04.030" @default.
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