Nonparametric inference on structural breaks
نویسندگان
چکیده
منابع مشابه
Nonparametric inference on structural breaks
This paper proposes estimators of location and size of structural breaks in a, possibly dynamic, nonparametric regression model. The structural breaks can be located at given periods of time and/or they can be explained by the values taken by some regressor, as in threshold models. No previous knowledge of the underlying regression function is required. The paper also studies the case in which ...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2000
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(99)00052-4