A model-free consistent test for structural change in regression possibly with endogeneity
Zhonghao Fu, Yongmiao Hong
| Year of publication: |
2019
|
|---|---|
| Authors: | Fu, Zhonghao ; Hong, Yongmiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 211.2019, 1, p. 206-242
|
| Subject: | Endogeneity | Fourier transform | Local stationarity | Long-run variance | Model-free test | Structural change | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Strukturwandel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303616