A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels

DOI10.2202/1941-1928.1057zbMath1266.91077OpenAlexW2138315790MaRDI QIDQ4928520

J. Isaac Miller

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10355/10313

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

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