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Estimating and testing for smooth structural changes in moment condition models - MaRDI portal

Estimating and testing for smooth structural changes in moment condition models (Q6664671)

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scientific article; zbMATH DE number 7968535
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Estimating and testing for smooth structural changes in moment condition models
scientific article; zbMATH DE number 7968535

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    Estimating and testing for smooth structural changes in moment condition models (English)
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    16 January 2025
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    boundary correction
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    local GMM
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    local stationarity
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    nonparametric tests
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    smooth structural changes
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