Specification testing in nonlinear time series with long-range dependence
Year of publication: |
2011
|
---|---|
Authors: | Gao, Jiti ; Wang, Qiying ; Yin, Jiying |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 2, p. 260-284
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Modellierung | Scientific modelling | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process |
-
Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti, (2009)
-
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik, (2014)
-
Wild, Phillip, (2012)
- More ...
-
Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti, (2009)
-
Estimation threshold autoregressive models with nonstationarity
Gao, Jiti, (2009)
-
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua, (2014)
- More ...