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Fixed‐banalysis of LM‐type tests for a shift in mean
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Fixed‐banalysis of LM‐type tests for a shift in mean (2011)Fixed‐banalysis of LM‐type tests for a sh…Powerful tests for structural changes in volatility (2012)Powerful tests for structural…Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009)Testing for Shifts in Trend W…SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (2009)SIMPLE, ROBUST, AND POWERFUL …Tests for changing mean with monotonic power (2008)Tests for changing mean with …Tests for a mean shift with good size and monotonic power (2008)Tests for a mean shift with g…Nonmonotonic power for tests of a mean shift in a time series (2007)Nonmonotonic power for tests …Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch–Singer Hypothesis (2005)Powerful Trend Function Tests…Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (1999)Sources of nonmonotonic power…Testing for a Shift in Mean Without Having to Estimate Serial-Correlation Parameters (1998)Testing for a Shift in Mean W…Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997)Wald-Type Tests for Detecting…Estimating Deterministic Trends in the Presence of Serially Correlated Errors (1997)Estimating Deterministic Tren…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Time Series Regression with a Unit Root (1987)Time Series Regression with a…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Estimating deterministic trends with an integrated or stationary noise component (2009)A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (2010)Is there an environmental Kuznets curve for Spain? Fresh evidence from old data (2012)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Efficient Tests for an Autoregressive Unit Root (1996)Unit-Root Tests Are Useful for Selecting Forecasting Models (2000)Local Whittle estimation of fractional integration and some of its variants (2005)EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (2009)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009)Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks (2013)TFP growth in Chinese cities: The role of factor-intensity and industrial agglomeration (2019)The economic development of Latin America and its principal problems (1950)The Distribution of Gains between Investing and Borrowing Countries (1975)Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets (2011)Aggregate Idiosyncratic Volatility (2012)Primary commodity prices: Co-movements, common factors and fundamentals (2012)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Slowdowns and Meltdowns: Postwar Growth Evidence From 74 Countries (1998)Technological Discontinuities and Complementary Assets: A Longitudinal Study of Industry and Firm Performance (2005)Energy intensity, carbon emissions, renewable energy, and economic growth nexus: New insights from Romania (2018)Confidence sets for the date of a single break in linear time series regressions (2007)Structural Breaks in Financial Time Series (2009)Structural Breaks in Time Series (2019)
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component271 cited
  • 1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series215 cited
  • 1997Estimating Deterministic Trends in the Presence of Serially Correlated Errors126 cited
  • 2005Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch–Singer Hypothesis118 cited
  • 1999Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series112 cited
  • 2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS105 cited
  • 2008Tests for changing mean with monotonic power52 cited
  • 2007Nonmonotonic power for tests of a mean shift in a time series47 cited
  • 1998Testing for a Shift in Mean Without Having to Estimate Serial-Correlation Parameters44 cited
  • 2012Powerful tests for structural changes in volatility31 cited

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Tests for a mean shift with good size and monotonic power
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