Parametric specification test for nonlinear autoregressive models
Kun Ho Kim (Hanyang University), Ting Zhang (Boston University), Wei Biao Wu (University of Chicago)
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Kim, Kun Ho ; Zhang, Ting ; Wu, Wei Biao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 5, p. 1078-1101
|
| Subject: | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466614000681 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011545520