A test for changing trends with monotonic power

DOI10.1016/j.econlet.2016.01.006zbMath1398.62252OpenAlexW2252304306MaRDI QIDQ1668151

Jilin Wu

Publication date: 3 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.01.006

zbMATH Keywords

\(U\)-statisticstructural changesdeterministic trendsmonotonic power

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• A nonparametric test for changing trends
• Tests for changing mean with monotonic power
• Restoring monotonic power in Wald/LM-type tests
• Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
• Strong rules for detecting the number of breaks in a time series
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• The Cusum Test with Ols Residuals
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY

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