Non-parametric detection and estimation of structural change
Year of publication: |
2012
|
---|---|
Authors: | Kristensen, Dennis |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 15.2012, 3, p. 420-461
|
Subject: | Schätztheorie | Estimation theory | Strukturwandel | Structural change | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
-
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M., (2022)
-
Regression modelling under general heterogeneity
Giraitis, Liudas, (2024)
-
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei, (2013)
- More ...
-
Estimation of partial differential equations with applications in finance
Kristensen, Dennis, (2004)
-
Estimation in two classes of semiparametric diffusion models
Kristensen, Dennis, (2004)
-
A semiparametric single-factor model of the term structure
Kristensen, Dennis, (2004)
- More ...