Testing for nonlinear structure in time-series data
Data(s) |
2001
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Identificador | |
Publicador |
Queensland University of Technology |
Relação |
Becker, Ralf (2001) Testing for nonlinear structure in time-series data. PhD thesis, Queensland University of Technology. |
Direitos |
Copyright Ralf Becker |
Palavras-Chave | #Nonlinear functional analysis #Time-series analysis #Econometrics #nonlinearities #hypothesis testing #bootstrap testing #size and power #unidentified parameters #time-varying parameters #heteroscedasticity #continuous time process #thesis #doctoral |
Tipo |
Thesis |