A consistent nonparametric test for linearity of AR(p) models
Yanqin Fan ; Qi Li
| Year of publication: |
1997
|
|---|---|
| Authors: | Fan, Yanqin |
| Other Persons: | Li, Qi (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 55.1997, 1, p. 53-59
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001225284