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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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