A misspecification test for multiplicative error models of non-negative time series processes
Jiti Gao, Nam Hyun Kim, Patrick W. Saart
| Year of publication: |
December 2015
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|---|---|
| Authors: | Gao, Jiti ; Kim, Nam Hyun ; Saart, Patrick W. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 346-359
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| Subject: | Positive time-series | Dependent point process | Hypothesis testing | Multiplicative error model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504553