Evaluating a class of nonlinear time series models
Year of publication: |
2010
|
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Authors: | Heinen, Florian |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Zeitreihenanalyse | Nichtlineares Verfahren | Statistischer Test | Theorie | Schätzung | Kaufkraftparität | Nonlinearities | Smooth transition | Specification testing | Real exchange rates |
Series: | Diskussionsbeitrag ; 445 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 625485416 [GVK] hdl:10419/38752 [Handle] RePEc:han:dpaper:dp-445 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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