| dc.contributor.author | Juhl, Ted P. | |
| dc.date.accessioned | 2014-04-28T15:47:57Z | |
| dc.date.available | 2014-04-28T15:47:57Z | |
| dc.date.issued | 2004 | |
| dc.identifier.citation | Juhl, Ted. 2004. "A nonparametric adjustment for tests of changing mean." Economics Bulletin 3(34):1-11. | |
| dc.identifier.uri | http://hdl.handle.net/1808/13602 | |
| dc.description | This is the publisher's version, also available through http://www.economicsbulletin.com. | |
| dc.description.abstract | When testing for a change in mean of a time series, the null hypothesis is no change in mean. However, a change in mean causes a bias in the estimation of serial correlation parameters. This bias can cause nonmonotonic power to the point that if the change is big enough, power can go to zero. In this paper, we show that a nonparametric correction can restore power. The procedure is illustrated with a small Monte Carlo experiment. | |
| dc.publisher | Economics Bulletin | |
| dc.relation.isversionof | http://www.economicsbulletin.com/2004/volume3/EB−04C20029A.pdf | |
| dc.title | A nonparametric adjustment for tests of changing mean | |
| dc.type | Article | |
| kusw.kuauthor | Juhl, Ted P. | |
| kusw.kudepartment | Economics | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
