Consistent testing of functional form in time series models
Year of publication: |
2014
|
---|---|
Authors: | Davidson, James E. H. ; Halunga, Andreea G. |
Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 28-56
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
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