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Property / DOI: 10.1016/j.jeconom.2016.12.002 / rank
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Property / author: Hira L. Koul / rank
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Property / describes a project that uses: TSA / rank
 
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Property / MaRDI profile type: Publication / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.12.002 / rank
 
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Property / OpenAlex ID: W2563707157 / rank
 
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Latest revision as of 20:07, 9 December 2024

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Fitting a two phase threshold multiplicative error model
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    Fitting a two phase threshold multiplicative error model (English)
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    10 March 2017
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    lack-of-fit test
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    martingale transform
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    Kolmogorov-Smirnov
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