Nonparametric Detection and Estimation of Structural Change
Year of publication: |
2011-04-18
|
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Authors: | Kristensen, Dennis |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | structural change | regression | nonparametric | estimation | testing | generalized likelihood ratio | time-varying | locally stationary |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 6 pages long |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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