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Testing for Linear Trend with Application to Relative Primary Commodity Prices

Tae-Hwan Kim (), Stephan Pfaffenzeller, Tony Rayner and Paul Newbold

Journal of Time Series Analysis, 2003, vol. 24, issue 5, 539-551

Abstract: 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.

Date: 2003
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Handle: RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551