A consistent nonparametric test for linearity of AR(p) models
| Year of publication: |
1997
|
|---|---|
| Authors: | Fan, Yanqin ; Li, Qi |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 55.1997, 1, p. 53-59
|
| Publisher: |
Elsevier |