TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS

DOI10.1017/S0266466609990788zbMath1230.62123OpenAlexW2099962892MaRDI QIDQ2995421

Halbert White, Liangjun Su

Publication date: 21 April 2011

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609990788

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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