On a robust test for SETAR-type nonlinearity in time series analysis
King Chi Hung, Siu Hung Cheung, Wai-Sum Chan and Li-Xin Zhang
| Year of publication: |
2009
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|---|---|
| Authors: | Hung, King Chi ; Cheung, Siu-hung ; Chan, Wai-Sum ; Zhang, Li-Xin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 5, p. 445-464
|
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Momentenmethode | Method of moments |
| 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/10003878614