Testing Structural Change in Partially Linear Models
We consider two tests of structural change for partially linear time-series models. The first tests for structural change in the parametric component, based on the cumulative sums of gradients from a single semiparametric regression. The second tests for structural change in the parametric and nonpa...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2010
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/252 https://ink.library.smu.edu.sg/context/soe_research/article/1251/viewcontent/hw_12_03_09_testing_for_structural_change_in_partially_linear_models.pdf |
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| Institution: | Singapore Management University |
| Language: | English |