A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925)
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scientific article; zbMATH DE number 6230564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new nonparametric stability test with an application to major Chinese macroeconomic time series |
scientific article; zbMATH DE number 6230564 |
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A new nonparametric stability test with an application to major Chinese macroeconomic time series (English)
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19 November 2013
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LASSO
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stability test
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time-varying coefficients model
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wild bootstrap
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