Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models
Year of publication: |
2000-03
|
---|---|
Authors: | Ullah, Aman ; Lee, Tae-Hwy |
Institutions: | Centre for Development Economics, Delhi School of Economics |
Subject: | nonparametric test | nonlinearity | time series | functional-coefficient model | conditional moment test | naive bootstrap | wild bootstrap | conditional heteroskedasticity | GARCH | monte carlo |
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