Specification testing in nonlinear and nonstationary time series autoregression

Jiti Gao, Maxwell Leslie King, Zudi Lu, Dag Tjostheim

Research output: Contribution to journalArticleResearchpeer-review

44 Citations (Scopus)
Original languageEnglish
Pages (from-to)3893 - 3928
Number of pages36
JournalAnnals of Statistics
Volume37
Issue number6B
DOIs
Publication statusPublished - 2009

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