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Restoring monotonic power in Wald/LM-type tests
Wu, Jilin - In: Economics letters 126 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011376375
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A test for changing trends with monotonic power
Wu, Jilin - In: Economics letters 141 (2016), pp. 15-19
Persistent link: https://www.econbiz.de/10011616049
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Detecting structural changes under nonstationary volatility
Wu, Jilin - In: Economics letters 146 (2016), pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
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A Powerful Test for Changing Trends in Time Series Models
Wu, Jilin; Xiao, Zhijie - In: Journal of Time Series Analysis 39 (2018) 4, pp. 488-501
Persistent link: https://www.econbiz.de/10012094914
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Adaptive estimation of AR∞ models with time-varying variances
Zhang, Erhua; Wu, Jilin - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511135
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Testing for changing volatility
Wu, Jilin; Xiao, Zhijie - In: The econometrics journal 21 (2018) 2, pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
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Testing for trend specifications in panel data models
Wu, Jilin; Song, Xiaojun; Xiao, Zhijie - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 453-466
Persistent link: https://www.econbiz.de/10014448241