A nonparametric test for changing trends
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Publication:262832
DOI10.1016/J.JECONOM.2004.05.014zbMATH Open1335.62135OpenAlexW2009695839MaRDI QIDQ262832FDOQ262832
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
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Cites Work
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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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