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

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Bibliographic Details
Main Authors: Fengler, Matthias (Author) , Mammen, Enno (Author) , Vogt, Michael (Author)
Format: Article (Journal)
Language:English
Published: 2015
In: Journal of econometrics
Year: 2015, Volume: 188, Issue: 1, Pages: 196-218
DOI:10.1016/j.jeconom.2015.04.002
Online Access:Verlag, Volltext: http://dx.doi.org/10.1016/j.jeconom.2015.04.002
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Author Notes:M.R. Fengler, E. Mammen, M. Vogt

MARC

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