Nonlinear time series models : consistency and asymptotic normality of NLS under new conditions
Year of publication: |
2000
|
---|---|
Authors: | Mira, Santiago ; Escribano, Álvaro |
Published in: |
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory. - Cambridge : Cambridge University Press, ISBN 0-521-02868-X. - 2000, p. 119-164
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | In: Nonlinear econometric modeling in time series analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Some comments on a simple nonlinear filter
Christopeit, Norbert, (1989)
-
Modelling non-linear relationships between long-memory variables
Granger, C. W. J., (1993)
-
Non-linear and non-stationary time series analysis
Priestley, Maurice B., (1991)
- More ...
-
Nonlinear error correction models
Escribano, Alvaro, (2001)
-
Co-integration, time co-trends and error-correction systems : an alternative approach
Escribano, Álvaro, (1987)
-
Error-correction systems : nonlinear adjustments to linear long-run relationships
Escribano, Álvaro, (1987)
- More ...