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  • Search: subject:"QLR test statistic"
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Year of publication
Subject
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Autocorrelation 2 Autokorrelation 2 Estimation theory 2 Nichtlineare Regression 2 Nonlinear regression 2 QLR test statistic 2 STAR model 2 Schätztheorie 2 Statistical test 2 Statistischer Test 2 Time series analysis 2 Zeitreihenanalyse 2 linearity test 2 Gaussian process 1 Simulation 1 Statistical theory 1 Statistische Methodenlehre 1 multivariate Gaussian process 1 nonstandardtesting problem 1 null limit distribution 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Cho, Jin Seo 2 Seong, Dakyung 2 Teräsvirta, Timo 2
Published in...
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CREATES research paper 1 Econometric reviews 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - 2019 - This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
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Cover Image
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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