Estimating and testing for smooth structural changes in moment condition models
type: Item
instance of: scholarly article
title: Estimating and testing for smooth structural changes in moment condition models
author: Haiqi Li
author: Q6055674
author: Yongmiao Hong
published in: Journal of Econometrics
publication date: 2025-01-16T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7968535
zbMATH Keywords: boundary correction
zbMATH Keywords: local GMM
zbMATH Keywords: local stationarity
zbMATH Keywords: nonparametric tests
zbMATH Keywords: smooth structural changes
MaRDI profile type: MaRDI publication profile
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Estimating and testing for smooth structural changes in moment condition models (cites work)
cites work: Boosting high dimensional predictive regressions with time varying parameters

Estimating and testing for smooth structural changes in moment condition models (DOI)
DOI: 10.1016/J.JECONOM.2024.105896