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cross-sectional dependence 1high-dimensional inference 1jump detection 1nonparametric regression 1time series 1

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most citedHigh-dimensional inference on jumps in nonparametric time series regression models

1 citations · 1 across the 1 of their papers we have counts for

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1 paper

econ.EM2026★ 1 cited

High-dimensional inference on jumps in nonparametric time series regression models

Likai Chen, Georg Keilbar, Liangjun Su +1

The paper develops statistical tests for detecting and comparing jumps in the conditional mean of many nonparametric time series, even when the number of series exceeds the sample…