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Volumn 25, Issue 6, 2004, Pages 831-872

Nonparametric estimation and testing in panels of intercorrelated time series

Author keywords

Heteroscedastic; Intercorrelated time series; Linearity testing; Nonlinear; Nonparametric estimation; Panel

Indexed keywords


EID: 7444250276     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.00382.x     Document Type: Article
Times cited : (9)

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