Nonparametric specification testing for nonlinear time series with nonstationarity [electronic resou...
Nonparametric specification testing for nonlinear time series with nonstationarity [electronic resource] / Jiti Gao ... [et al.].
About this item
Full title
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Series
Place of Publication
South Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
This paper considers a nonparametric time series regression model with a nonstationary regressor. We construct a nonparametric test for testing whether the regression is of a known parametric form indexed by a vector of unknown parameters. We establish the asymptotic distribution of the proposed test statistic. Both the setting and the results dif...
Alternative Titles
Full title
Nonparametric specification testing for nonlinear time series with nonstationarity [electronic resource] / Jiti Gao ... [et al.].
Authors, Artists and Contributors
Author / Artists
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2009-03.
Title from title screen (viewed on Aug. 10, 2011)
"January 2009".
Includes bibliographical references (p. 34-36)
System details note
Mode of access: Internet via World Wide Web. Address as at 10/08/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvKyldx43M
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKyldx43M
Other Identifiers
DDC
519.2
MMS ID
991007953219702626
