Estimation and test of jump discontinuities in varying coefficient models with empirical applications
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Publication:2002725
DOI10.1016/j.csda.2019.05.003OpenAlexW2946152156WikidataQ127815936 ScholiaQ127815936MaRDI QIDQ2002725
Publication date: 12 July 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.05.003
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Related Items (4)
Adaptive semiparametric estimation for single index models with jumps ⋮ Non-parametric comparison and classification of two large-scale populations ⋮ Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions ⋮ Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
Uses Software
Cites Work
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