Testing for Linear Trend with Application to Relative Primary Commodity Prices
Tae-Hwan Kim (),
Tony Rayner and
Journal of Time Series Analysis, 2003, vol. 24, issue 5, 539-551
Abstract. Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices.
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