is discussed in terms of the leading example of bootstrap-based hypothesis testing in the well-known first order auto … conditions and their implications for possible improvements in terms of (empirical) size and power for bootstrap-based testing …, when compared to asymptotic testing, are illustrated by simulations. Following this, an overview of selected recent …

on testing only. The authors aim to maximize power to detect non-linearities and, simultaneously, they purport avoiding …

We propose a nonparametric approach to the estimation and testing of structural change in time series regression models …

convergence, power of the tests and possible distortions to unit root testing which might appear due to the presence of … bilinearity. It is concluded that the two-step testing procedure suggested here (the first step for the linear unit root and the …

We develop and evaluate sequential testing tools for a class of nonparametric tests for predictability of financial … where a researcher conducts testing as new observations arrive. Throughout, we elaborate on both two-sided and one …-sided testing, focusing on linear monitoring boundaries that are continuations of horizontal lines corresponding to retrospective …