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Testing linearity of regression models with dependent errors by kernel based methods

Year of publication:
2000
Authors: Biedermann, Stefanie ; Dette, Holger
Published in:
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 9.2000, 2, p. 417-438
Publisher: Springer
Subject: Asymptotic relative efficiency | moving average process | nonparametric regression | optimal weighted least squares | test of linearity
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005759557
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