{"id":"https://openalex.org/W2139169310","doi":"https://doi.org/10.1111/1467-9892.00321","title":"Testing for Linear Trend with Application to Relative Primary Commodity Prices","display_name":"Testing for Linear Trend with Application to Relative Primary Commodity Prices","publication_year":2003,"publication_date":"2003-09-01","ids":{"openalex":"https://openalex.org/W2139169310","doi":"https://doi.org/10.1111/1467-9892.00321","mag":"2139169310"},"language":"en","primary_location":{"id":"doi:10.1111/1467-9892.00321","doi":"https://doi.org/10.1111/1467-9892.00321","is_oa":false,"landing_page_url":"https://doi.org/10.1111/1467-9892.00321","pdf_url":null,"source":{"id":"https://openalex.org/S206595242","display_name":"Journal of Time Series Analysis","issn_l":"0143-9782","issn":["0143-9782","1467-9892"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","doyens","jufo-2","norway-2","poland-100","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Time Series Analysis","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://papers.ssrn.com/sol3/Delivery.cfm/jtsa_321.pdf?abstractid=452804&mirid=5&type=2","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100359406","display_name":"Tae\u2010Hwan Kim","orcid":"https://orcid.org/0000-0003-2200-8049","observed_orcids":["https://orcid.org/0000-0003-2200-8049","https://orcid.org/0000-0003-2641-911X"]},"institutions":[{"id":"https://openalex.org/I142263535","display_name":"University of Nottingham","ror":"https://ror.org/01ee9ar58","country_code":"GB","type":"education","lineage":["https://openalex.org/I142263535"]},{"id":"https://openalex.org/I193775966","display_name":"Yonsei University","ror":"https://ror.org/01wjejq96","country_code":"KR","type":"education","lineage":["https://openalex.org/I193775966"]}],"countries":["GB","KR"],"is_corresponding":false,"raw_author_name":"Tae\u2010Hwan Kim","raw_affiliation_strings":["University of Nottingham","Yonsei University - Seoul Campus - College of Business and Economics","University of Nottingham - School of Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Nottingham","institution_ids":["https://openalex.org/I142263535"]},{"raw_affiliation_string":"Yonsei University - Seoul Campus - College of Business and Economics","institution_ids":["https://openalex.org/I193775966"]},{"raw_affiliation_string":"University of Nottingham - School of Economics","institution_ids":["https://openalex.org/I142263535"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029924643","display_name":"Stephan Pfaffenzeller","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I142263535","display_name":"University of Nottingham","ror":"https://ror.org/01ee9ar58","country_code":"GB","type":"education","lineage":["https://openalex.org/I142263535"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Stephan Pfaffenzeller","raw_affiliation_strings":["University of Nottingham"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Nottingham","institution_ids":["https://openalex.org/I142263535"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074563231","display_name":"Tony Rayner","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I142263535","display_name":"University of Nottingham","ror":"https://ror.org/01ee9ar58","country_code":"GB","type":"education","lineage":["https://openalex.org/I142263535"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Tony Rayner","raw_affiliation_strings":["University of Nottingham"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Nottingham","institution_ids":["https://openalex.org/I142263535"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108202560","display_name":"Paul Newbold","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I142263535","display_name":"University of Nottingham","ror":"https://ror.org/01ee9ar58","country_code":"GB","type":"education","lineage":["https://openalex.org/I142263535"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Paul Newbold","raw_affiliation_strings":["University of Nottingham","University of Nottingham - School of Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Nottingham","institution_ids":["https://openalex.org/I142263535"]},{"raw_affiliation_string":"University of Nottingham - School of Economics","institution_ids":["https://openalex.org/I142263535"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3510,"currency":"USD","value_usd":3510},"apc_paid":null,"fwci":3.3858,"has_fulltext":false,"cited_by_count":64,"citation_normalized_percentile":{"value":0.94175709,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"24","issue":"5","first_page":"539","last_page":"551"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5088000297546387,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5088000297546387,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.07289999723434448,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0697999969124794,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/time-series-trends","display_name":"time series trends","score":0.5109999775886536},{"id":"https://openalex.org/keywords/unit-root-tests","display_name":"unit root tests","score":0.5260000228881836},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.4189999997615814}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.652410089969635},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6496901512145996},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.6330186724662781},{"id":"https://openalex.org/C185782297","wikidata":"https://www.wikidata.org/wiki/Q2142538","display_name":"Relative price","level":2,"score":0.5639338493347168},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5348562002182007},{"id":"https://openalex.org/C2777977315","wikidata":"https://www.wikidata.org/wiki/Q7243056","display_name":"Primary (astronomy)","level":2,"score":0.43066102266311646},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36619478464126587},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.22818928956985474},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09286820888519287},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1111/1467-9892.00321","doi":"https://doi.org/10.1111/1467-9892.00321","is_oa":false,"landing_page_url":"https://doi.org/10.1111/1467-9892.00321","pdf_url":null,"source":{"id":"https://openalex.org/S206595242","display_name":"Journal of Time Series Analysis","issn_l":"0143-9782","issn":["0143-9782","1467-9892"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","doyens","jufo-2","norway-2","poland-100","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Time Series Analysis","raw_type":"journal-article"},{"id":"mag:2139169310","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/Delivery.cfm/jtsa_321.pdf?abstractid=452804&mirid=5&type=2","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},{"id":"pmh:oai:RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551","doi":null,"is_oa":false,"landing_page_url":"http://www.blackwell-synergy.com/servlet/useragent?func=synergy&amp;synergyAction=showTOC&amp;journalCode=jtsa&amp;volume=24&amp;issue=&amp;year=2003&amp;part=null","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":{"id":"mag:2139169310","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/Delivery.cfm/jtsa_321.pdf?abstractid=452804&mirid=5&type=2","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4699999988079071}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1542170841","https://openalex.org/W1970222807","https://openalex.org/W1980732169","https://openalex.org/W2018810989","https://openalex.org/W2053449318","https://openalex.org/W2054532410","https://openalex.org/W2056702040","https://openalex.org/W2070018485","https://openalex.org/W2122829602","https://openalex.org/W2141843146","https://openalex.org/W2142988535","https://openalex.org/W2156594259","https://openalex.org/W2169898025","https://openalex.org/W2172159499"],"related_works":["https://openalex.org/W7096033494","https://openalex.org/W1990867698","https://openalex.org/W2311702422","https://openalex.org/W2088982164","https://openalex.org/W2122829602","https://openalex.org/W1536445072","https://openalex.org/W2050075334","https://openalex.org/W2028733689","https://openalex.org/W2021047589","https://openalex.org/W4416398935"],"abstract_inverted_index":{"Abstract.":[0],"Much":[1],"research":[2],"has":[3],"been":[4],"devoted":[5],"to":[6,29],"assessing":[7],"the":[8,19],"evidence":[9],"for":[10],"linear":[11],"trend":[12],"in":[13],"a":[14],"time":[15,31],"series.":[16],"We":[17],"discuss":[18],"statistical":[20],"implications":[21],"of":[22,33],"some":[23],"recent":[24],"developments,":[25],"with":[26],"specific":[27],"application":[28],"24":[30],"series":[32],"relative":[34],"primary":[35],"commodities":[36],"prices.":[37]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":9},{"year":2012,"cited_by_count":5}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}
