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Specification testing in nonlinear and nonstationary time series autoregression
19 November 2009
Jiti Gao
M. King
Zudi Lu
D. Tjøstheim
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Papers citing
"Specification testing in nonlinear and nonstationary time series autoregression"
5 / 5 papers shown
Nonlinear Network Autoregression
Annals of Statistics (Ann. Stat.), 2022
Mirko Armillotta
K. Fokianos
65
10
0
08 Feb 2022
Estimation and Inference in the Presence of Fractional d=1/2 and Weakly Nonstationary Processes
James A. Duffy
Ioannis Kasparis
248
4
0
19 Dec 2018
Estimation for single-index and partially linear single-index integrated models
Chaohua Dong
Jiti Gao
D. Tjøstheim
201
51
0
22 Jan 2016
Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression
Qiying Wang
Nigel H. N. Chan
200
19
0
05 Feb 2014
A specification test for nonlinear nonstationary models
Qiying Wang
P. Phillips
193
80
0
05 Jun 2012
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