Publication | Open Access
Testing for Linear Trend with Application to Relative Primary Commodity Prices
11
Citations
14
References
2003
Year
Applied EconomicsEconomic FluctuationCommodity MarketTime Series EconometricsAsset PricingStatistical ImplicationsFinancial Time Series AnalysisEconomic AnalysisStatisticsEconomicsPrice FormationLinear TrendFinanceMacroeconomicsBusinessEconometricsCommodity Price IndexTrend AnalysisMarket Trend
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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1988 | 634 | |
1998 | 319 | |
1993 | 208 | |
1992 | 190 | |
1997 | 132 | |
1992 | 102 | |
1990 | 101 | |
1991 | 94 | |
1981 | 60 | |
1997 | 53 |
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