Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Song Xi Chen; Jiti Gao
| Year of publication: |
2011
|
|---|---|
| Authors: | Chen, Song Xi ; Gao, Jiti |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 4, p. 792-843
|
| Subject: | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Kleinste-Quadrate-Methode | Least squares method | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009311732