Nonparametric inference on structural breaks

DOI10.1016/S0304-4076(99)00052-4zbMath0968.62041WikidataQ127908222 ScholiaQ127908222MaRDI QIDQ1973431

Miguel A. Delgado, Javier Hidalgo

Publication date: 17 September 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

structural breaksdynamic modelsone-sided kernels

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05)

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