A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
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 | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
-
White noise testing and model diagnostic checking for functional time series
Zhang, Xianyang, (2016)
-
Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia, (2019)
-
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George, (2003)
- More ...
-
Factors influencing CDM locations in China
Kim, Jiwoong, (2010)
-
Koul, Hira L., (2019)
-
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
Koul, Hira L., (2015)
- More ...