Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series
Year of publication: |
2014
|
---|---|
Authors: | Sun, Yiguo ; Li, Qi |
Published in: |
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-935103-9. - 2014
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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