Comprehensive testing of linearity against the smooth transition autoregressive model
Dakyung Seong, Jin Seo Cho and Timo Teräsvirta
| Year of publication: |
[2019] ; This version: August 2019
|
|---|---|
| Authors: | Seong, Dakyung ; Cho, Jin Seo ; Teräsvirta, Timo |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | QLR test statistic | STAR model | linearity test | Gaussian process | null limit distribution | nonstandardtesting problem | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
freely available
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2019, 17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316842