Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
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Publication:6152637
DOI10.1016/j.jeconom.2023.105603OpenAlexW4388516284MaRDI QIDQ6152637
Shou-Yang Wang, Yongmiao Hong, B. P. M. McCabe, Oliver B. Linton, Jiajing Sun
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105603
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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