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| Blain, Gabriel Constantino. |
| The Mann-Kendall test has been widely used to detect trends in agro-meteorological as well as hydrological time series. Trend-free pre-whitening (TFPW-MK) is an approach that improves the performance of this test in the presence of serial correlation. The main goal of this study was to evaluate the ability of TFPW-MK to detect nonlinear trends. As a case study, this approach was also applied to 10-day values of precipitation (P), potential evapotranspiration (PE) and the difference between P and PE (P- PE) obtained from the weather station of Ribeirão Preto, State of São Paulo, Brazil. The results obtained from Monte Carlo simulations indicate that upward convex trends increase the power of this test, while upward concave trends decrease its power. The... |
| Tipo: Info:eu-repo/semantics/article |
Palavras-chave: Mann-Kendall; Serial correlation; Climate change. |
| Ano: 2014 |
URL: http://periodicos.uem.br/ojs/index.php/ActaSciAgron/article/view/18199 |
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| Blain,Gabriel Constantino. |
| The Mann-Kendall test has been used to detect climate trends in several parts of the Globe. Three variance correction approaches (MKD, MKDD and MKRD) have been proposed to remove the influence of serial correlation on this trend test. Thus, the main goal of this study was to evaluate the probability of occurrence of types I and II errors associated with these three approaches. The results obtained by means of Monte Carlo simulations and from a case of study allowed us to drawn the following conclusions: All approaches are capable of meeting the adopted significant level when they are applied to trend-free uncorrelated series. The approaches are as powerful as the original MK test when they are applied to uncorrelated series. Regarding serially correlated... |
| Tipo: Info:eu-repo/semantics/article |
Palavras-chave: Monte Carlo simulations; Serial correlation; Climate change. |
| Ano: 2013 |
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0006-87052013000400014 |
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| Drukker, David M.. |
| Because serial correlation in linear panel-data models biases the standard errors and causes the results to be less efficient, researchers need to identify serial correlation in the idiosyncratic error term in a panel-data model. A new test for serial correlation in random- or fixed-effects one-way models derived by Wooldridge (2002) is attractive because it can be applied under general conditions and is easy to implement. This paper presents simulation evidence that the new Wooldridge test has good size and power properties in reasonably sized samples. |
| Tipo: Journal Article |
Palavras-chave: Panel data; Serial correlation; Specification tests; Research Methods/ Statistical Methods. |
| Ano: 2003 |
URL: http://purl.umn.edu/116069 |
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