Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/56870
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Type: Journal article
Title: Nonparametric simultaneous testing for structural breaks
Author: Gao, J.
Gijbels, I.
Van Bellegem, S.
Citation: Journal of Econometrics, 2008; 143(1):123-142
Publisher: Elsevier Science Sa
Issue Date: 2008
ISSN: 0304-4076
Statement of
Responsibility: 
Jiti Gao, Irène Gijbels and Sébastien Van Bellegem
Keywords: Conditional mean and variance function
Nonparametric testing
Structural break
Threshold model
Time series analysis
Description: Copyright © 2007 Elsevier B.V. All rights reserved.
DOI: 10.1016/j.jeconom.2007.08.009
Published version: http://dx.doi.org/10.1016/j.jeconom.2007.08.009
Appears in Collections:Aurora harvest 5
Economics publications

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