TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION

DOI10.1017/S0266466619000446zbMath1462.62246MaRDI QIDQ5859565

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Publication date: 16 April 2021

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

zbMATH Keywords

nonparametric regression; factor model; testing for structural changes

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62K15: Factorial statistical designs