Testing for structural changes in factor models via a nonparametric regression
Year of publication: |
2020
|
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Authors: | Su, Liangjun ; Wang, Xia |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 36.2020, 6, p. 1127-1158
|
Subject: | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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