Testing for nonlinear structure in time-series data


Autoria(s): Becker, Ralf
Data(s)

2001

Identificador

http://eprints.qut.edu.au/36357/

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