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

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• A simple consistent bootstrap test for a parametric regression function
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• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
• Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
• Estimating and Testing Linear Models with Multiple Structural Changes
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• NONPARAMETRIC SIGNIFICANCE TESTING
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• Root-N-Consistent Semiparametric Regression
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• Statistical Inference in Instrumental Variables Regression with I(1) Processes
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• Tests for changes in models with a polynomial trend
• Tests for Parameter Instability and Structural Change With Unknown Change Point
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• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• Vector autoregressive processes with nonlinear time trends in cointegrating relations

Cited in

(17)

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

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