Testing for structural change of predictive regression model to threshold predictive regression model
Fukang Zhu, Mengya Liu, Shiqing Ling, and Zongwu Cai
| Year of publication: |
2023
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|---|---|
| Authors: | Zhu, Fukang ; Liu, Mengya ; Ling, Shiqing ; Cai, Zongwu |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 1, p. 228-240
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| Subject: | Bootstrap method | Generalized F-test | Generalized likelihood ratio test | Predictive regression | Structural change | Threshold model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.2008406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540808