Specification and Structural Break Tests for Additive Models with Applications to Realized Variance Data
Year of publication: |
2015
|
---|---|
Authors: | Fengler, Matthias R. |
Other Persons: | Mammen, Enno (contributor) ; Vogt, Michael (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Schätzung | Estimation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Regressionsanalyse | Regression analysis | Varianzanalyse | Analysis of variance |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 188, No. 1, 2015, pp. 196-218 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2013 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2348600 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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