Nonparametric specification testing for nonlinear time series with nonstationarity
Jiti Gao; Maxwell King; Zudi Lu; Dag Tjøstheim
| Year of publication: |
2009
|
|---|---|
| Authors: | Gao, Jiti ; King, Maxwell L. ; Lu, Zu-di ; Tjøstheim, Dag |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1869-1892
|
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Theorie | Theory | Modellierung | Scientific modelling | Random Walk | Random walk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003904450