Diagnostic checking for the adequacy of nonlinear time series models
Year of publication: |
2003
|
---|---|
Authors: | Hong, Yongmiao ; Lee, Tae-hwy |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 6, p. 1065-1121
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Hong, Yongmiao, (2004)
-
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao, (2003)
-
Sun, Yuying, (2021)
- More ...