Testing for nonlinearity in mean in the presence of heteroskedasticity


Autoria(s): Becker, Ralf; Hurn, Stan
Data(s)

2009

Identificador

http://eprints.qut.edu.au/42896/

Publicador

Economic Society of Australia

Relação

Becker, Ralf & Hurn, Stan (2009) Testing for nonlinearity in mean in the presence of heteroskedasticity. Economic Analysis and Policy, 39(2), pp. 311-326.

Fonte

QUT Business School; School of Economics & Finance

Palavras-Chave #140200 APPLIED ECONOMICS #140302 Econometric and Statistical Methods #140305 Time-Series Analysis #Nonlinearity, Heteroskedasticity, Wild Bootstrap
Tipo

Journal Article