Nonparametric lag selection for nonlinear additive autoregressive models
Year of publication: |
2011
|
---|---|
Authors: | Guo, Zheng-feng ; Shintani, Mototsugu |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 111.2011, 2, p. 131-134
|
Subject: | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis | Lag-Modell | Lag model |
-
Tests for serial independence and linearity based on correlation integrals
Diks, Cees G. H., (2001)
-
A multivariate autoregressive distributed lag unit root test
McNown, Robert F., (2023)
-
Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo, (2023)
- More ...
-
Guo, Zheng-feng, (2013)
-
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-Feng, (2011)
-
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-Feng, (2011)
- More ...