Fitting a two phase threshold multiplicative error model (Q515143): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.jeconom.2016.12.002 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.JECONOM.2016.12.002 / rank | |||
Normal rank |
Revision as of 03:17, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fitting a two phase threshold multiplicative error model |
scientific article |
Statements
Fitting a two phase threshold multiplicative error model (English)
0 references
10 March 2017
0 references
lack-of-fit test
0 references
martingale transform
0 references
Kolmogorov-Smirnov
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references