Testing for common deterministic trend slopes

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Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter (2011, methodology): “Monte Carlo experiments show that the size of the new testing procedure is as accurate as the nonstandard test of Vogelsang and Franses (2005) with bandwidth equal to the sample size.”
Estimating deterministic trends with an integrated or stationary noise component (2009, background): “For example, Vogelsang and Fomby (2002) found that global temperatures have increased roughly 0.5 degree Celsius per 100 years, and Vogelsang and Franses (2005) analyzing monthly trends in temperature series for the Netherlands found the largest positive trends in the winter.”
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects, forthcoming (2012, background): “Vogelsang and Franses (2005) propose tests for common deterministic trend slopes by assuming linear trend functions and a stationary variance process and examining whether two or more trend-stationary time series have the same slopes.”