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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

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Publication:6664671

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DOI10.1016/j.jeconom.2024.105896MaRDI QIDQ6664671

Yongmiao Hong, Haiqi Li, Unnamed Author

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

boundary correction local stationarity nonparametric tests local GMM smooth structural changes

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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