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[Rezension von: Gallant, A. R., ..., A unified theory of estimation and inference for nonlinear dynamic models]
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)
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)