Testing for Breaks in Regression Models with Dependent Data

DOI10.1007/978-3-319-41582-6_3MaRDI QIDQ5280075zbMATH OpenOpenAlexFDO

Authors Violetta Dalla, Javier Hidalgo

Publication date 20 July 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL http://sticerd.lse.ac.uk/dps/em/em584.pdf

zbMATH Keywords

breaks/smoothnessdependent dataextreme-values distributionfrequency domain bootstrap algorithmsGumbel distributionnonparametric regressionregression modelsstrong dependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(1)

• Specification testing for regression models with dependent data

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