Nonparametric specification testing for nonlinear time series with nonstationarity
by Jiti Gao, Maxwell King, Zudi Lu, and Dag Tjøstheim
| Year of publication: |
2009
|
|---|---|
| Authors: | Gao, Jiti ; King, Maxwell L. ; Lu, Zu-di ; Tjøstheim, Dag |
| Publisher: |
Adelaide : School of Economics, Univ. of Adelaide |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Random Walk | Random walk |
| Extent: | Online-Ressource (36 S.) |
|---|---|
| Series: | School of Economics working papers / The University of Adelaide, School of Economics. - Adelaide, ISSN 1444-8866, ZDB-ID 2243687-X. - Vol. 2009,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003813943