Sup-tests for linearity in a general nonlinear AR(1) model
Christian Francq; Lajos Horvath; Jean-Michel Zakoi͏̈an
| Year of publication: |
2010
|
|---|---|
| Authors: | Francq, Christian ; Horváth, Lajos ; Zakoïan, Jean-Michel |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 965-993
|
| Subject: | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10003993816