Nonparametric bootstrap tests for neglected nonlinearity in time series regression models

Journal of Nonparametric Statistics

Volumn 13, Issue 3, 2001, Pages 425-451

  Lee, Tae Hwy ^a   Ullah, Aman ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Conditional heteroskedasticity; Conditional moment test; Functional coefficient model; GARCH; Monte carlo; Naive bootstrap; Nonlinearity; Nonparametric test; Time series; Wild bootstrap

Indexed keywords

EID: 0347117689     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250108832860     Document Type: Article

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