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~institution:"Centre for Development Economics, Delhi School of Economics"
~subject:"Exchange rate"
~subject:"time series"
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Exchange rate
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GARCH
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conditional heteroskedasticity
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conditional moment test
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functional-coefficient model
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monte carlo
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naive bootstrap
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Centre for Development Economics, Delhi School of Economics
International Monetary Fund (IMF)
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Nonparametric Bootstrap Tests for Neglected
Nonlinearity
in Time Series Regression Models
Ullah, Aman
;
Lee, Tae-Hwy
-
Centre for Development Economics, Delhi School of Economics
-
2000
nonparametric tests for neglected
nonlinearity
in time series regression models. One of them is the goodness-of-fit test of Cai, Fan …
Persistent link: https://www.econbiz.de/10005418925
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