A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kun Ho Kim, Hira L. Koul and Jiwoong Kim
| Year of publication: |
2023
|
|---|---|
| Authors: | Kim, Kun Ho ; Koul, Hira L. ; Kim, Jiwoong |
| Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 187-206
|
| Subject: | Nonlinear autoregressive processes | integrated squareddifference of the two dfs | block bootstrap | asymptotic power | empirical level and power | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045A006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313667