Testing for nonlinearity in time series models
Rabiul Alam Beg and Param Silvapulle
| Year of publication: |
1996
|
|---|---|
| Authors: | Beg, Rabiul Alam |
| Other Persons: | Silvapulle, Paramsothy (contributor) |
| Publisher: |
Bundoora : LaTrobe Univ., Schools of Economics and Commerce |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | GARCH |
| Extent: | 14 S |
|---|---|
| Series: | Discussion papers. - Bundoora, VIC, Australia : School of Commerce, La Trobe University, ISSN 1323-2037, ZDB-ID 2939589-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 9 - 10 |
| ISBN: | 1-86446-100-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000948477