Nonparametric specification testing for nonlinear time series with nonstationarity
Jiti Gao; Maxwell King; Zudi Lu; Dag Tjøstheim
Year of publication: |
2009
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Authors: | Gao, Jiti ; King, Maxwell L. ; Lu, Zu-di ; Tjøstheim, Dag |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1869-1892
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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