Estimating and testing for smooth structural changes in moment condition models
Haiqi Li, Jin Zhou, Yongmiao Hong
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 246.2024, 1, Art.-No. 105896, p. 1-32
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| Subject: | Boundary correction | Local GMM | Local stationarity | Nonparametric tests | Smooth structural changes | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Strukturwandel | Structural change | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015555941