Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch–Singer Hypothesis

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A theory of robust long-run variance estimation (2007, methodology): “Specifically, we will be concerned with two classes of kernel estimators as desribed by Bunzel and Vogelsang (2003): On the one hand, Type 1 kernel estimators, whose kernel k(·) allows two derivatives everywhere, and on the other hand, we consider the Bartlett LRV estimator, whose kernel is given by”
Estimating deterministic trends with an integrated or stationary noise component (2009, methodology): “Vogelsang (1998), Bunzel and Vogelsang (2005) and Harvey et al.”
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (2009, unknown): “This procedure is also shown to perform well in practice, simultaneously exploiting the superior power of the QD (OLS) detrended/demeaned test for small (large) initial conditions.”
Aggregate Idiosyncratic Volatility (2012, unknown): “All panels use Vogelsang’s (1998) t-PS1 test and Bunzel and Vogelsang’s (2005) t-DAN test.”
A simple, robust and powerful test of the trend hypothesis (2007, methodology): “These are compared to those of the Dan-J test from Bunzel and Vogelsang (2005).”