The Econometric SocietyEdited by: Marina Halac • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Apr, 1966, Volume 34, Issue 2
https://www.jstor.org/stable/1909945
p. 472-480
P. R. Krishnaiah, V. K. Murthy
In this paper, exact tests are proposed for testing the trend in the presence of autocorrelation and also for testing the trend and autocorrelation simultaneously in a first order Markov process. Also, the simultaneous confidence intervals associated with these tests are derived. These results are extended to a higher order Markov process.
December 11, 2025
We are deeply saddened by the passing of Kate Ho, the John L. Weinberg Professor of Economics and Business Policy at Princeton University and a Fellow of the Econometric Society. Kate was a brilliant IO economist and scholar whose impact on the profession will resonate for many years to come.
