Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Meiyu Li, Ramazan Gençay
| Year of publication: |
June 2017
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|---|---|
| Authors: | Li, Meiyu ; Gençay, Ramazan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 155.2017, p. 104-110
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| Subject: | Dynamic least squares regression | Serial correlation | Conditional heteroscedasticity | Maximum overlap discrete wavelet transformation | Schätztheorie | Estimation theory | Korrelation | Correlation | Zustandsraummodell | State space model | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Heteroskedastizität | Heteroscedasticity | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.03.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011821626