Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
Year of publication: |
2004-08-11
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Authors: | Hurn, Stan |
Institutions: | Econometric Society |
Subject: | nonlinearity in mean | heteroskedasticity | wild bootstrap | empirical size and power |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 348 |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8
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