Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
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Publication:2859083
DOI10.3982/ECTA7990zbMath1274.62557MaRDI QIDQ2859083
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)
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