Tests for changing mean with monotonic power

Journal of Econometrics

Volumn 148, Issue 1, 2009, Pages 14-24

  Juhl, Ted ^a   Xiao, Zhijie ^b,c  

^a UNIVERSITY OF KANSAS   (United States)

^b BOSTON COLLEGE   (United States)

^c TSINGHUA UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC ANALYSIS; CURVE FITTING; DISTRIBUTION FUNCTIONS; ESTIMATION; PARAMETER ESTIMATION; PHOTOMASKS; TESTING;

ASYMPTOTIC DISTRIBUTIONS; FINITE SAMPLES; NONMONOTONIC; NONPARAMETRIC REGRESSIONS; NUISANCE PARAMETERS; NULL HYPOTHESIS; ORDINARY LEAST SQUARES; POWER PROBLEMS; STRUCTURAL BREAKS; STRUCTURAL CHANGES; VARIANCE ESTIMATORS;

STATISTICAL TESTS;

EID: 58349095965     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.020     Document Type: Article

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