A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model-free consistent test for structural change in regression possibly with endogeneity |
scientific article |
Statements
A model-free consistent test for structural change in regression possibly with endogeneity (English)
0 references
1 July 2019
0 references
endogeneity
0 references
Fourier transform
0 references
local stationarity
0 references
long-run variance
0 references
model-free test
0 references
structural change
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
