Nonparametric specification testing for nonlinear time series with nonstationarity

Econometric Theory

Volumn 25, Issue 6, 2009, Pages 1869-1892

  Gao, Jiti ^a   King, Maxwell ^b   Lu, Zudi ^a   Tjøstheim, Dag ^c  

^a UNIVERSITY OF ADELAIDE   (Australia)

^b MONASH UNIVERSITY   (Australia)

^c UNIVERSITY OF BERGEN   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74049101129     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609990363     Document Type: Article

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