Fitting a two phase threshold multiplicative error model
Year of publication: |
April 2017
|
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Authors: | Perera, Indeewara ; Koul, Hira L. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 197.2017, 2, p. 348-367
|
Subject: | Lack-of-fit test | Martingale transform | Kolmogorov-Smirnov | Theorie | Theory | Statistischer Test | Statistical test | Martingal | Martingale | Statistische Verteilung | Statistical distribution |
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