Parametric specification test for nonlinear autoregressive models
Year of publication: |
October 2015
|
---|---|
Authors: | Kim, Kun Ho ; Zhang, Ting ; Wu, Wei Biao |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 5, p. 1078-1101
|
Subject: | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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