Optimal tests for parameter breaking process in conditional quantile models
Dong Jin Lee
| Year of publication: |
2020
|
|---|---|
| Authors: | Lee, Dong Jin |
| Subject: | Best weighted average power | Conditional quantile model | Likelihood ratio test | Parameter instability | Semiparametric efficiency | Structural break | Schätztheorie | Estimation theory | Strukturbruch | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42973-019-00035-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304908