A nonparametric test for changing trends (Q262832): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2004.05.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2009695839
@@ Property / OpenAlex ID: W2009695839 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
+Normal rank
@@ Property / cites work @@
+Root-n-consistent estimation of partially linear time series models
+Normal rank
@@ Property / cites work @@
+Central limit theorem for integrated square error of multivariate nonparametric density estimators
+Normal rank
@@ Property / cites work @@
+A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN  TIME-SERIES REGRESSION MODELS
+Normal rank
@@ Property / cites work @@
+Tests for changes in models with a polynomial trend
+Normal rank
@@ Property / cites work @@
+The generalized fluctuation test: A unifying view
@@ Property / cites work: The generalized fluctuation test: A unifying view / rank @@
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC SIGNIFICANCE TESTING
@@ Property / cites work: NONPARAMETRIC SIGNIFICANCE TESTING / rank @@
+Normal rank
@@ Property / cites work @@
+A simple consistent bootstrap test for a parametric regression function
+Normal rank
@@ Property / cites work @@
+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+A trend-resistant test for structural change based on OLS residuals
+Normal rank
@@ Property / cites work @@
+Q5679553
@@ Property / cites work: Q5679553 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2783446
@@ Property / cites work: Q2783446 / rank @@
+Normal rank
@@ Property / cites work @@
+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE  MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
+Normal rank
@@ Property / cites work @@
+STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE  MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
+Normal rank
@@ Property / cites work @@
+Trend Function Hypothesis Testing in the Presence of Serial Correlation
+Normal rank
@@ Property / cites work @@
+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
+Normal rank
@@ Property / cites work @@
+A consistent test of functional form via nonparametric estimation techniques
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:262832