A consistent nonparametric test for linearity of AR(p) models

Economics Letters

Volumn 55, Issue 1, 1997, Pages 53-59

  Fan, Yanqin ^a   Li, Qi ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b UNIVERSITY OF GUELPH   (Canada)

Author keywords

Absolute regularity; Asymptotic normality; Autoregressive model; C52; Consistent test; Kernel estimation

Indexed keywords

EID: 0031571253     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(97)00054-2     Document Type: Article

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