Tests for changes in models with a polynomial trend
A new class of tests based on the `generalized fluctuation' testing principle is proposed by the author for checking the presence of structural changes in models with polynomial trend. The power of the performance of the tests is analyzed analytically and by simulation and it is shown that these tests are consistent and have non-trivial local power against a wide class of alternatives. For the proposed tests the asymptotic null-distributions are derived and their asymptotic critical values are tabulated. The proposed tests can complement the existing tests for different time trend models, especially for the trend stationary models.
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