Restoring monotonic power in Wald/LM-type tests
DOI10.1016/J.ECONLET.2014.10.020zbMATH Open1321.62113OpenAlexW2010222441MaRDI QIDQ498747FDOQ498747
Authors: Jilin Wu 
Publication date: 29 September 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.10.020
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Cites Work
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- Testing for smooth structural changes in time series models via nonparametric regression
- Strong rules for detecting the number of breaks in a time series
- Tests for changing mean with monotonic power
- Tests for a mean shift with good size and monotonic power
Cited In (7)
- Fixed-\(b\) analysis of LM-type tests for a shift in mean
- Restoring monotone power in the CUSUM test
- Testing for shifts in mean with monotonic power against multiple structural changes
- Tests for changing mean with monotonic power
- A test for changing trends with monotonic power
- Tests of stochastic monotonicity with improved power
- Tests for a level shift and the non-monotonic power problem
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