ExLibris header image
SFX Logo
Title: Global Warming and the Problem of Testing for Trend in Time Series Data
Source:

Journal of Climate [0894-8755] Woodward, Wayne yr:1993


Collapse list of basic services Basic
Full text
Full text available via American Meteorological Society
GO
Document delivery
Request document via Library/Bibliothek GO
Users interested in this article also expressed an interest in the following:
1. Juhl, T. "A nonparametric test for changing trends." Journal of Econometrics 127.2 (2005): 179-199. Link to SFX for this item
2. Yang, J. "Break point estimators for a slope shift: levels versus first differences." Econometrics journal 15.1 (2012): 154-169. Link to SFX for this item
3. Xu, Ke-Li L. "Powerful tests for structural changes in volatility." Journal of econometrics 173.1 (2013): 126-142. Link to SFX for this item
4. Vogelsang, Timothy J. "Testing for a shift in mean without having to estimate serial-correlation parameters." Journal of business & economic statistics 16.1 (1998): 73-80. Link to Full Text for this item Link to SFX for this item
5. Hatemi-J, A. "Tests for cointegration with two unknown regime shifts with an application to financial market integration." Empirical Economics 35.3 (2008): 497-505. Link to SFX for this item
Select All Clear All

Expand list of advanced services Advanced
A service provided by the Library of the Wissenschaftspark Albert Einstein, Potsdam, Germany.
© 2005 SFX by Ex Libris Inc.