Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (Q2859083)
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English | Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression |
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Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (English)
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6 November 2013
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kernel
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model stability
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nonparametric regression
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parameter constancy
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smooth structural change
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