Testing for structural change in time-varying nonparametric regression models
Year of publication: |
2015
|
---|---|
Authors: | Vogt, Michael |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 811-859
|
Subject: | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
-
Varying parameter models and nonparametric regression
Kugel, Reint Johan, (1990)
-
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian, (1998)
-
Wavelet basis selection for regression by cross-validation
Greenblatt, Seth A., (1995)
- More ...
-
Determinants of the demand for Thailand's exports of tourism
Vogt, Michael, (1998)
-
Additive modeling of realized variance: tests for parametric specifications and structural breaks
Fengler, Matthias R., (2013)
-
Nonparametric estimation of a periodic sequence in the presence of a smooth trend
Vogt, Michael, (2012)
- More ...