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Search: subject:"Model-free test"
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Gong, Yuting
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Economics Letters
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A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao
;
Hong, Yongmiao
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 206-242
Persistent link: https://www.econbiz.de/10012303616
Saved in:
2
A
model-free
test
for contagion between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics letters
130
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
Saved in:
3
A
model-free
test
for contagion between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics Letters
130
(
2015
)
C
,
pp. 1-4
This paper extends Hong et al. (2007)’s
model-free
test
to analyze the contagion. A simulation experiment reveals that …
Persistent link: https://www.econbiz.de/10011263413
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