文章基本信息
- 标题:Testing for Breaks in Regression Models with Dependent Data
- 本地全文:下载
- 作者:Violetta Dalla ; Javier Hidalgo
- 期刊名称:Econometrics Publications
- 印刷版ISSN:0969-4366
- 出版年度:2015
- 出版社:Suntory Toyota International Centre for Economics and Related Disciplines
- 关键词:nonparametric regression ; breaks ; smoothness ; strong dependence ; extreme-values distribution ; frequency domain bootstrap algorithms.