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Consistent nonparametric test for structural change in time series models via Cusum and Fourier transform

Year: 2026

Type: article

Source: Econometric Reviews

DOI: 10.1080/07474938.2026.2660659

Authors: Weiqiang Liu, Junfeng Li

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7165137255

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Cites: 53

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