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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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Barlett's formula for non linear processes
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755836
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Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.; Scaillet, Olivier; Veredas, David; … - In: Journal of econometrics 217 (2020) 2, pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
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Nonlinear Financial Econometrics
Rombouts, Jeroen V. K. (ed.); Scaillet, Olivier (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012482822