Testing for Breaks in Regression Models with Dependent Data

Violetta Dalla and Javier Hidalgo

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Keywords: Nonparametric regression; Breaks/smoothness; Strong dependence; Extreme-values distribution; Frequency domain bootstrap algorithms. (search for similar items in EconPapers)
JEL-codes: C14 C22 (search for similar items in EconPapers)
Date: 2015-03
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ore
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