A new nonparametric stability test with an application to major Chinese macroeconomic time series

DOI10.1007/s11766-013-3097-7zbMath1289.62045OpenAlexW1977925019MaRDI QIDQ377925

Nan Cai, Ying Fang, Zong-Wu Cai

Publication date: 19 November 2013

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-013-3097-7

zbMATH Keywords

stability testwild bootstrapLASSOtime-varying coefficients model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Economic time series analysis (91B84)

Cites Work

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