A misspecification test for multiplicative error models of non-negative time series processes
type: Item
instance of: scholarly article
title: A misspecification test for multiplicative error models of non-negative time series processes
zbMATH Open document ID: 1337.62261
author: Nam Hyun Kim
author: Patrick W. Saart
author: Jiti Gao
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6502482
zbMATH Keywords: positive time-series
zbMATH Keywords: dependent point process
zbMATH Keywords: hypothesis testing
zbMATH Keywords: multiplicative error model
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.03.028
OpenAlex ID: W2010767788
Wikidata QID: Q57936780
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DOI: 10.1016/J.JECONOM.2015.03.028
description: scientific article; zbMATH DE number 6502482