Adaptive testing in continuous-time diffusion models
Year of publication: |
2004
|
---|---|
Authors: | Gao, Jiti ; King, Maxwell L. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 5, p. 844-882
|
Subject: | Schätztheorie | Estimation theory | Nichtlineare Dynamik | Nonlinear dynamics |
-
Domowitz, Ian, (1990)
-
Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas, (2003)
-
Estimating Nonlinear Dynamic Equilibrium Economies : A Likelihood Approach
Fernández-Villaverde, Jesús, (2014)
- More ...
-
An Improved Nonparametric Unit-Root Test
Gao, Jiti, (2012)
-
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti, (2009)
-
A new test in parametric linear models against nonparametric autoregressive errors
Gao, Jiti, (2011)
- More ...