Functional coefficient autoregressive models: Estimation and tests of hypotheses
Year of publication: |
1998
|
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Authors: | Chen, Rong |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Continuity test | Linearity test | Local linear estimation | Nonparametric estimation | One sided kernel | Threshold Model |
Series: | SFB 373 Discussion Paper ; 1998,10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 72113534X [GVK] hdl:10419/61295 [Handle] RePEc:zbw:sfb373:199810 [RePEc] |
Source: |
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