On the power of point optimal tests of the trend stationarity hypothesis

Jaeyoun Hwang, Peter Schmidt

Type: Article

Publication Date: 1993-01-01

Citations: 7

DOI: https://doi.org/10.1016/0165-1765(93)90027-a

View Publication

Locations

Economics Letters - View

Similar Works

Action	Title	Year	Authors
+	Point optimal tests of the null hypothesis of cointegration	2004	Michael Jansson
+	On the power of stationarity tests using optimal bandwidth estimates	1996	Junsoo Lee
+	Article A Simulation Study of the P - Values Discrimination between the Difference and Trend Stationarity	1998	保次古藤道雄畠中
+	A point optimal test for heteroscedastic disturbances	1985	Merran Evans Maxwell L. King
+	Sample Size Determination and Stationarity Testing in the Presence of Trend Breaks	2001	Seungho Huh
+	On likelihood ratio tests of trend	1975	Tim Robertson
+	On the power of the KPSS test of stationarity against fractionally-integrated alternatives	1996	Dongin Lee Peter Schmidt
+	On a Test Statistic for Linear Trend	2003	J.M.P. Albin Daniela Jarušková
+	A new approximate point optimal test of a composite null hypothesis	2004	Sivagowry Sriananthakumar Maxwell L. King
+ PDF Chat	Non-stationarity tests and nonlinear trends	1992	Cem Ertur
+	On the exact power functions of some rank tests for the trend alternative	1970	Charles Oprian
+	The Sj-test against linear trend	1959	Elizabeth Shuhany
+	On the asymptotic distribution of a statistic for test of appearance of linear trend	2000	Patrik Albin Bengt Carlsson Daniela Jarušková
+	The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend	1996	John C. Nankervis N. E. Savin
+	Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems	2000	Wolfgang Bischoff Frank Miller
+	Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1)	2003	Pierre Perrón
+	Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3)	2003	Ragnar Nymoen
+	On robust testing for trend	2022	Anton Skrobotov
+	On some sign tests of randomness under hypotheses of linear trend	1954	Raman Sundrum
+	An efficiency property of linear nonparametric tests on trend	1984	G Rothe

Works That Cite This (3)

Action	Title	Year	Authors
+ PDF Chat	Point optimal testing: A survey of the post 1987 literature	2015	Maxwell L. King Sivagowry Sriananthakumar
+	Modified stationarity tests with improved power in small samples	1995	Jörg Breitung
+ PDF Chat	A Sufficient Statistical Test for Dynamic Stability	2023	Muhammad Ashfaq Ahmed Nasreen Nawaz

Works Cited by This (6)

Action	Title	Year	Authors
+	Testing for Deterministic Linear Trend in Time Series	1986	Jukka Nyblom
+ PDF Chat	Robust Tests for Spherical Symmetry and Their Application to Least Squares Regression	1980	Maxwell L. King
+	Testing for a Moving Average Unit Root	1990	Katsuto Tanaka
+	A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix	1986	Whitney K. Newey Kenneth D. West
+	Testing for Deterministic Linear Trend in Time Series	1986	Jukka Nyblom
+	Forecasting, Structural Time Series Models and the Kalman Filter	1990	Andrew Harvey