This paper studies the properties of naive block bootstrap tests that are scaled by zero frequency spectral density estimators (long-run variance estimators). The naive bootstrap is a bootstrap where the formula used in the bootstrap world to compute standard errors is the same as the formula...

This paper addresses tests for structural change in a weakly dependent time series regression. The cases of full structural change and partial structural change are considered. Heteroskedasticity-autocorrelation (HAC) robust Wald tests based on nonparametric covariance matrix estimators are...

Evidence suggests that people understand qualitatively how tastes change over time, but underestimate the magnitudes. This evidence is limited, however, to laboratory evidence or surveys of reported happiness. We test for such projection bias in field data. Using data on catalog orders of...

Test statistics are proposed for testing hypotheses about the parameters of the deterministic trend function of a univariate time series. The tests are valid for general forms of serial correlation in the errors and do not require estimates (parametric or nonparametric) of serial correlation...

In this paper, test statistics for detecting a break at an unknown date in the trend function of a dynamic univariate time series are proposed. The tests are based on the mean and exponential statistics of Andrews and Ploberger (1994, <italic>Econometrica</italic> 62, 1383–1414) and the supremum statistic of...