Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171)
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scientific article; zbMATH DE number 1648607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> |
scientific article; zbMATH DE number 1648607 |
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Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (English)
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19 September 2001
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Nonparametric test
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Nonlinearity
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Time series
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Functional-coefficient model
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Conditional moment test
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Naive bootstrap
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Wild bootstrap
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Conditional heteroskedas-ticity
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GARCH
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Monte Carlo
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0.9489255
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0.9364662
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0.9209461
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