Nonparametric simultaneous testing for structural breaks
Publication:291109
DOI10.1016/j.jeconom.2007.08.009zbMath1418.62157OpenAlexW1985626016MaRDI QIDQ291109
Sébastien Van Bellegem, Irène Gijbels, J. T. Gao
Publication date: 6 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.009
time series analysisthreshold modelstructural breaknonparametric testingconditional mean and variance function
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
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