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
Author Notes:	M.R. Fengler, E. Mammen, M. Vogt

Specification and structural break tests for additive models with applications to realized variance data by Fengler, Matthias (Author) , Mammen, Enno (Author) , Vogt, Michael (Author) ,

in: Journal of econometrics, 188 (2015), 1 vom: Sept., Seite 196-218

Article (Journal)