Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Year of publication: |
June 2017
|
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Authors: | Li, Meiyu ; Gençay, Ramazan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 155.2017, p. 104-110
|
Subject: | Dynamic least squares regression | Serial correlation | Conditional heteroscedasticity | Maximum overlap discrete wavelet transformation | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Korrelation | Correlation |
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