A nonparametric test for changing trends
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Publication:262832
DOI10.1016/j.jeconom.2004.05.014zbMath1335.62135OpenAlexW2009695839MaRDI QIDQ262832
Publication date: 30 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.05.014
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (7)
Testing for structural changes in linear regressions with time-varying variance ⋮ A test for changing trends with monotonic power ⋮ A non‐parametric test for multi‐variate trend functions ⋮ Testing for Trend Specifications in Panel Data Models ⋮ Powerful tests for structural changes in volatility ⋮ Simultaneous confidence bands for time-series prediction function ⋮ Semiparametric estimation and testing of the trend of temperature series
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