Tests for changes in models with a polynomial trend
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Publication:1379916
DOI10.1016/S0304-4076(97)00080-8zbMath0905.62120OpenAlexW1974504707MaRDI QIDQ1379916
Publication date: 27 January 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00080-8
Related Items
A non‐parametric test for multi‐variate trend functions ⋮ Recursive estimation in econometrics ⋮ NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY ⋮ Extensions of some classical methods in change point analysis ⋮ Testing for changes in polynomial regression ⋮ Sequential Monitoring for Changes in Models with a Polynomial Trend ⋮ Monitoring parameter changes in models with a trend ⋮ A note on tests for partial parameter instability in the trend stationary model. ⋮ A nonparametric test for changing trends
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