Open AccessNonparametric Estimation and Specification Testing in Nonstationary Time Series Models
Author(s) -
Jiti Gao,
Jia Chen,
Degui Li,
Zhengyan Lin
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1677766
Subject(s) - nonparametric statistics , series (stratigraphy) , econometrics , estimation , computer science , statistics , specification , time series , mathematics , economics , geology , paleontology , management
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