TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS

DOI10.1017/S0266466609990788zbMath1230.62123MaRDI QIDQ2995421

Halbert White, Liangjun Su

Publication date: 21 April 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G09: Nonparametric statistical resampling methods

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