A nonparametric test for changing trends

DOI10.1016/J.JECONOM.2004.05.014MaRDI QIDQ262832zbMATH OpenOpenAlexFDO

Authors Ted Juhl, Zhijie Xiao

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

zbMATH Keywords

nonparametricpartially linear modelsstructural change

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
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• Vector autoregressive processes with nonlinear time trends in cointegrating relations

Cited in

(14)

• Simultaneous confidence bands for time-series prediction function
• Testing for jumps in the presence of smooth changes in trends of nonstationary time series
• Some partially sequential nonparametric tests for detecting linear trend
• Testing for Trend Specifications in Panel Data Models
• Nonparametric Tests for Trend: Jonckheere's Test, a Modification and a Maximum Test
• Detecting changes in the trend function of heteroscedastic time series
• Colour harmonization in car manufacturing processes
• A non‐parametric test for multi‐variate trend functions
• An Analogue of Jonckheere's Trend Test for Parametric and Dichotomous Data
• Testing for structural changes in linear regressions with time-varying variance
• A test for changing trends with monotonic power
• Semiparametric estimation and testing of the trend of temperature series
• A powerful test for changing trends in time series models
• Powerful tests for structural changes in volatility

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