Non- and semiparametric identification of seasonal nonlinear autoregression models
Year of publication: |
2002
|
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Authors: | Yang, Lijian ; Tschernig, Rolf |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 6, p. 1408-1448
|
Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | Großbritannien | United Kingdom | Saisonkomponente | Seasonal component |
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