Specification testing in nonlinear time series with long-range dependence
Year of publication: |
2011
|
---|---|
Authors: | Gao, Jiti ; Wang, Qiying ; Yin, Jiying |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 2, p. 260-284
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
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