Testing for exogeneity in nonlinear threshold models
Year of publication: |
2004
|
---|---|
Authors: | Kapetanios, George |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Monte-Carlo-Methode | Bootstrap-Verfahren | Nichtlineares Verfahren | Threshold models, Endogeneity, Bootstrap |
Series: | Working Paper ; 515 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 392137828 [GVK] hdl:10419/62796 [Handle] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
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