Structural changes in large economic datasets: a nonparametric homogeneity test

DOI10.1016/J.ECONLET.2018.12.020zbMath1409.91194OpenAlexW2904619487WikidataQ128737526 ScholiaQ128737526MaRDI QIDQ1730159

Michele Costola, Roberto Casarin

Publication date: 11 March 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.12.020

zbMATH Keywords

large datasetsdistributional changesUS economyBayesian nonparametric test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Economic time series analysis (91B84)

Related Items (1)

Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics

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