Specification testing in nonstationary time series models
Jia Chen; Jiti Gao; Degui Li; Zhengyan Lin
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Jia ; Gao, Jiti ; Li, Degui ; Lin, Zhengyan |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 1, p. 117-136
|
| Subject: | Asymptotic distribution | Edgeworth expansion | Local power function | Nonlinear time series | Quadratic form | Size function | Specification testing | Unit root | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression |
| 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/10011345989