Fixed-b inference for testing structural change in a time series regression
Year of publication: |
March 2017
|
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Authors: | Cho, Cheol-keun ; Vogelsang, Timothy J. ; Montañés, Antonio |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 5.2017, 1, p. 1-26
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Subject: | HAC estimator | kernel | bandwidth | partial structural change | break point | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics5010002 [DOI] hdl:10419/171901 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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