A test for changing trends with monotonic power
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Publication:1668151
DOI10.1016/J.ECONLET.2016.01.006zbMATH Open1398.62252OpenAlexW2252304306MaRDI QIDQ1668151FDOQ1668151
Authors: 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
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Cites Work
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- The Cusum Test with Ols Residuals
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- A nonparametric test for changing trends
- Strong rules for detecting the number of breaks in a time series
- Tests for changing mean with monotonic power
- Restoring monotonic power in Wald/LM-type tests
- Nonparametric tests of moment condition stability
Cited In (9)
- A nonparametric test for changing trends
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series
- Power monotonicity in detecting volatility levels change
- Restoring monotone power in the CUSUM test
- Tests for Monotonic Trend from Case-Control Data: Cochran-Armitage-Mantel Trend Test, Isotonic Regression and Single and Multiple Contrast Tests
- Testing for shifts in mean with monotonic power against multiple structural changes
- Tests for changing mean with monotonic power
- Tests of stochastic monotonicity with improved power
- A powerful test for changing trends in time series models
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