A model-free consistent test for structural change in regression possibly with endogeneity
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Publication:2000860
DOI10.1016/j.jeconom.2018.12.014zbMath1452.62907OpenAlexW2905341215WikidataQ128747582 ScholiaQ128747582MaRDI QIDQ2000860
Publication date: 1 July 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.014
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 properties of nonparametric inference (62G20)
Related Items (5)
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form ⋮ Specification tests for time-varying coefficient models ⋮ ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH ⋮ Multi-Threshold Structural Equation Model ⋮ Annals issue in honor of Jerry A. Hausman. Editors' introduction
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