A model-free consistent test for structural change in regression possibly with endogeneity
type: Item
instance of: scholarly article
title: A model-free consistent test for structural change in regression possibly with endogeneity
zbMATH Open document ID: 1452.62907
author: Zhonghao Fu
author: Yongmiao Hong
published in: Journal of Econometrics
publication date: 2019-07-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7075176
zbMATH Keywords: endogeneity
zbMATH Keywords: Fourier transform
zbMATH Keywords: local stationarity
zbMATH Keywords: long-run variance
zbMATH Keywords: model-free test
zbMATH Keywords: structural change
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.12.014
OpenAlex ID: W2905341215
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Wikidata QID: Q128747582
DOI: 10.1016/J.JECONOM.2018.12.014
description: scientific article; zbMATH DE number 7075176