Functional coefficient autoregressive models: estimation and tests of hypotheses

Journal of Time Series Analysis

Volumn 22, Issue 2, 2001, Pages 151-173

  Chen, Rong ^a   Liu, Lon Mu ^a  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

Continuity test; Linearity test; Local linear estimation; Nonparametric estimation; One sided kernel; Threshold model

Indexed keywords

EID: 0040481728     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00217     Document Type: Article

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