Specification and structural break tests for additive models with applications to realized variance data


Fengler, Matthias R. ; Mammen, Enno ; Vogt, Michael



DOI: https://doi.org/10.1016/j.jeconom.2015.04.002
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: https://www.researchgate.net/publication/276299707...
Document Type: Article
Year of publication: 2015
The title of a journal, publication series: Journal of Econometrics
Volume: 188
Issue number: 1
Page range: 196-218
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0304-4076
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Fengler, Matthias R. ; Mammen, Enno ; Vogt, Michael (2015) Specification and structural break tests for additive models with applications to realized variance data. Journal of Econometrics Amsterdam [u.a.] 188 1 196-218 [Article]


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