NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
| Year of publication: |
2009
|
|---|---|
| Authors: | Gao, Jiti ; King, Maxwell ; Lu, Zudi ; Tjøstheim, Dag |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 6, p. 1869-1892
|