Specification and structural break tests for additive models with applications to realized variance data
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
September 2015
|
| In: |
Journal of econometrics
Year: 2015, Jahrgang: 188, Heft: 1, Pages: 196-218 |
| ISSN: | 0304-4076 |
| Schlagworte: | |
| Online-Zugang: |
|
| Verfasserangaben: | M.R. Fengler, E. Mammen, M. Vogt |
MARC
| LEADER | 00000caa a2200000 c 4500 | ||
|---|---|---|---|
| 001 | 863013015 | ||
| 003 | DE-627 | ||
| 005 | 20250716204238.0 | ||
| 007 | tu | ||
| 008 | 160713s2015 xx ||||| 00| ||eng c | ||
| 035 | |a (DE-627)863013015 | ||
| 035 | |a (DE-576)9863013013 | ||
| 035 | |a (DE-599)GBV863013015 | ||
| 035 | |a (OCoLC)1528005610 | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 084 | |a 27 |2 sdnb | ||
| 100 | 1 | |a Fengler, Matthias |d 1973- |e VerfasserIn |0 (DE-588)1089931328 |0 (DE-627)853714495 |0 (DE-576)460408909 |4 aut | |
| 245 | 1 | 0 | |a Specification and structural break tests for additive models with applications to realized variance data |c M.R. Fengler, E. Mammen, M. Vogt |
| 264 | 1 | |c September 2015 | |
| 300 | |a 23 | ||
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a ohne Hilfsmittel zu benutzen |b n |2 rdamedia | ||
| 338 | |a Band |b nc |2 rdacarrier | ||
| 650 | 4 | |a Additive models |7 (dpeaa)DE-206 | |
| 650 | 4 | |a Backfitting |7 (dpeaa)DE-206 | |
| 650 | 4 | |a Nonparametric time series analysis |7 (dpeaa)DE-206 | |
| 650 | 4 | |a Specification tests |7 (dpeaa)DE-206 | |
| 650 | 4 | |a Structural break tests |7 (dpeaa)DE-206 | |
| 650 | 4 | |a Realized variance |7 (dpeaa)DE-206 | |
| 650 | 4 | |a Heterogeneous autoregressive model |7 (dpeaa)DE-206 | |
| 655 | 4 | |0 (DE-206)49 |a Aufsatz in Zeitschrift |5 DE-206 | |
| 700 | 1 | |a Mammen, Enno |d 1955- |e VerfasserIn |0 (DE-588)170668606 |0 (DE-627)060788658 |0 (DE-576)13153159X |4 aut | |
| 700 | 1 | |a Vogt, Michael |e VerfasserIn |0 (DE-588)1026013054 |0 (DE-627)725915064 |0 (DE-576)37100036X |4 aut | |
| 773 | 0 | 8 | |i Enthalten in |t Journal of econometrics |d Amsterdam [u.a.] : Elsevier, 1973 |g 188(2015), 1 vom: Sept., Seite 196-218 |w (DE-627)12939145X |w (DE-600)184861-6 |w (DE-576)014776618 |x 0304-4076 |7 nnas |a Specification and structural break tests for additive models with applications to realized variance data |
| 773 | 1 | 8 | |g volume:188 |g year:2015 |g number:1 |g month:09 |g pages:196-218 |g extent:23 |a Specification and structural break tests for additive models with applications to realized variance data |
| 776 | 1 | |o 10.1016/j.jeconom.2015.04.002 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |a Fengler, Matthias, 1973 - |t Specification and structural break tests for additive models with applications to realized variance data |d 2015 |w (DE-627)154074566X |w (DE-576)470745665 |
| 951 | |a AR | ||
| 992 | |a 20241218 | ||
| 993 | |a Article | ||
| 998 | |g 170668606 |a Mammen, Enno |m 170668606:Mammen, Enno |d 110000 |d 110200 |d 110000 |d 110400 |e 110000PM170668606 |e 110200PM170668606 |e 110000PM170668606 |e 110400PM170668606 |k 0/110000/ |k 1/110000/110200/ |k 0/110000/ |k 1/110000/110400/ |p 2 | ||
| 999 | |a KXP-PPN863013015 |e 4638482929 | ||
| BIB | |a Y | ||
| SER | |a journal | ||
| JSO | |a {"person":[{"family":"Fengler","display":"Fengler, Matthias","role":"aut","given":"Matthias"},{"display":"Mammen, Enno","family":"Mammen","given":"Enno","role":"aut"},{"given":"Michael","role":"aut","display":"Vogt, Michael","family":"Vogt"}],"name":{"displayForm":["M.R. Fengler, E. Mammen, M. Vogt"]},"type":{"bibl":"article-journal"},"physDesc":[{"extent":"23 S."}],"relHost":[{"pubHistory":["1.1973 -"],"title":[{"title_sort":"Journal of econometrics","title":"Journal of econometrics"}],"type":{"bibl":"periodical"},"id":{"issn":["0304-4076"],"eki":["12939145X"],"zdb":["184861-6"]},"origin":[{"publisherPlace":"Amsterdam [u.a.] ; Amsterdam","dateIssuedKey":"1973","publisher":"Elsevier ; North-Holland Publ. Co.","dateIssuedDisp":"1973-"}],"recId":"12939145X","part":{"pages":"196-218","issue":"1","extent":"23","year":"2015","text":"188(2015), 1 vom: Sept., Seite 196-218","volume":"188"},"language":["eng"],"disp":"Specification and structural break tests for additive models with applications to realized variance dataJournal of econometrics","titleAlt":[{"title":"Annals of econometrics"}]}],"title":[{"title":"Specification and structural break tests for additive models with applications to realized variance data","title_sort":"Specification and structural break tests for additive models with applications to realized variance data"}],"id":{"eki":["863013015"]},"origin":[{"dateIssuedDisp":"September 2015","dateIssuedKey":"2015"}],"language":["eng"],"recId":"863013015"} | ||
| SRT | |a FENGLERMATSPECIFICAT2015 | ||