Fitting a two phase threshold multiplicative error model
Indeewara Perera, Hira L. Koul
| Year of publication: |
April 2017
|
|---|---|
| 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
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| Subject: | Lack-of-fit test | Martingale transform | Kolmogorov-Smirnov | Theorie | Theory | Statistischer Test | Statistical test | Martingal | Martingale | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818363